Credit Risk Analyst- Equity Derivatives

London  ‐ Onsite
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Keywords

Description

Our Investment Banking Client is looking for an experienced for a Credit Risk Analyst to be based in London on an initial 6 month contract. Paying a rate of £400-£450 per day.

Credit Risk Analyst/SME responsible for Equities scenario analysis therefore you must have exposure to equity derivatives.

Role:

  • Working closely with senior risk managers and quant analysts to ensure that the Equities cluster complies with CCAR requirements.
  • Using product knowledge to ensure scenario results are in line with expectations given the current portfolio.
  • Reviewing existing scenario methods and identifying gaps and suggesting improvements where necessary. Establishing appropriate methods for products where gaps exist.
  • Analysing scenario results at a granular level for reasonableness based on the products in question and their expected risk characteristics.
  • Working with analysts to verify reasons for changes in scenario results.

Skills:

  • Investment Banking background within Credit Risk
  • IT knowledge/skillsets including any of the following; SQL, VBA, Excel
  • Relevant experience in equity derivatives and market risk

Apply now or call Nadira.

Start date
ASAP
Duration
6 months
From
Modis
Published at
19.12.2014
Project ID:
825698
Contract type
Freelance
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