Description
On behalf of a large banking client, JCW are engaged to find a Credit Exposure Risk Manager to work on a 6 month contract. The successful candidate will be providing practical quantitative solutions on Potential Future Exposure calculations, with respect to counterparty risk.
Essential Experience:
- Knowledge of future potential exposure methodologies
- Credit and Market risk environment OTC derivatives
- In depth derivative knowledge of derivative products and exposure calculations
- Pricing models
- Excellent VBA skills
For more information please contact Joshua Serlin.
JCW are operating as a recruitment agency for the purposes of this position.