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.