A global and prestigious investment banking group is looking to appoint a Quantitative Risk Analyst at AVP level to join their Counterparty Risk Analytics group based in London.

Key Responsibilities include:

Calculate Counterparty Exposure on derivative products across all markets/asset classes

Develop/create models/spreadsheets for exposure calculation

Discuss complex & structured transactions with business (structurers/traders) and risk

managers

Advise on credit risk mitigation and explain counterparty risks to sales, trading & credit

risk management

Participate in further development of Counterparty Analytics tools & infrastructure

Experience/Qualifications:

PhD/Masters quantitative discipline

Experience in a quantitative role in financial/consulting services with good

understanding of derivatives' modelling/pricing

Product knowledge of a wide range of derivative structures of different asset classes

(e.g. FI, Eqty, cmdty, FX, Credit)

Direct experience of counterparty risk calculations is preferred

C++, Matlab, VBA programming is essential