• Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Selby Jennings UK
  • 2019-04-15

CCR VP Quantitative Analyst

  • Location: London, England, United Kingdom
  • Salary: Negotiable
  • Job Type: Full time

Global Investment Bank seeking experienced CCR Quantitative individual

A global investment bank are seeking to hire a seasoned Counterparty Credit Risk Quantitative professional for their offices in London, at VP-level. The successful applicant will be primarily responsible, at the head of a small team, for the development and enhancement out of the bank's in-house analytics platform. Beyond that, you will develop existing Risk models on credit, central clearing counterparty, and CCR, as well as develop and improve the current stress-testing analytics platform. It is an opportunity to leave a lasting mark at a global institution, operating with the latest machine-learning techniques and cloud technologies.

Primary responsibilities will include:

  • Development of in-house CCR analytics platform.

  • Development, maintenance and improvement of Credit Risk models.

  • Implementation, maintenance and deliverance of prescribed quantitative models.

  • Interfacing with senior stakeholders from throughout the bank.

  • Models, methods and product implementation in the QR library.

Essential skills/experience

  • Strong, in-depth object-oriented programming ability - C++ and Python.

  • Experience in financial markets or trading businesses.

  • A postgrad degree in a Quantitative discipline, PhD preferred.

  • Comprehensive Credit Risk exposure - PFE, EE, EPE, CCR, CCP.

  • Excellent verbal and written communication.

  • Working knowledge of Fixed Income and Credit products.