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Mis à jour le jeudi 29 juillet 2010
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Voir les 278 annonces d'emploi de SELBY-JENNINGS-LONDON
Vice President, Financial Quant Analyst–FO RISK Analytics, London, £ Highly competitive
A tier 1 global house are looking to build up its Derivative and Exotic FO Risk analytics team in London.
This is due to a higher number of structured and exotic products traded within the bank and also due to more risk pressures within the market in general.
Responsibilities:
The successful candidate will provide real time quantitative support to FO credit risk managers on portfolio risk analysis, trade approval, and new product reviews. S/he will be involved in the development of counterparty credit exposure risk methodology, models and tools.
This person will be part of a global team of analysts and will be intimately involved in the daily dealor trading businesses and to the for-front of new derivative product development.
On top of risk quantification and complex product advice, tasks involve Haircut calculations and flow and trade approval processes. Candidate will have exposure to all majApproval Grid calibration, Hedge Fund and Pirme Borkerage Risk Analysis, Volatility updation and Calculator maintenance and development, new Risk Valuation Override methodology and process improvements, Calculation of trade (stand alone) and portfolio VaR, Potential Future exposure (PFE) and Expected Positive Exposure (EPE).
Ideal Profile:
-Quantitative Educational Background,
-Strong risk modeling exposure,
-Market Knowledge,
-Trade approval exposure
-Cross asset knowledge.
All applications by mail.
www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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