Description
This role is responsible for the validation of Counterparty Exposure Models across equities and derivatives. It will involve developing the models, running tests on the models and making recommendations.Candidates require:
- Quantitative MSc from a top university, preferably a PhD.
- Candidates from a Market Risk Analysis/Counterparty Risk Analysis position will also be considered.
- Knowledge of exposure models and risk metrics (PFE/EPE)
- Knowledge of FX products - cross asset exposure preferred.
- Strong VBA and SQL required; C++ desirable.
To find out more about Huxley Associates, please visit www.huxley.com