- London, England, United Kingdom
- Permanent, Full time
- Selby Jennings UK
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.
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.