Risk Analyst - OTC Derivatives - Counterparty Credit Risk

London  ‐ Onsite
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Description

Risk Analyst - OTC Derivatives - Counterparty Credit Risk

My leading Investment Banking client is urgently looking for an experienced Risk Analyst to join their team to sit within OTC Derivatives, specifically in relation to Wrong Way Risk. The role focus will be around updating current methodology and reviewing implementation of the Wrong Way Risk framework for OTC Derivatives in relation to Counterparty Credit Risk.

The role will be responsible for identifying key Wrong Way risk factors for derivatives and proposing improvements to the current risk framework. In addition the role will be involved in refining the jump to default exposure for exotic derivatives and validating results from the implementation.

Applicants MUST be able to display:
*Strong pricing skills
*An understanding of Market Data mapping
*Knowledge of Counterparty Credit Risk
*Understanding of Exchange Traded Derivatives

This is an URGENT role and will offer the successful applicant the chance to join a genuine Tier 1 Investment Bank so please apply ASAP to be considered.

Interquest Group PLC is acting as an Employment Business in relation to this vacancy.

Start date
ASAP
Duration
6 months
From
Intelect Analytics
Published at
12.04.2013
Project ID:
520272
Contract type
Freelance
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