You will form part of the Credit Risk Methodology Group, responsible for the development of Counterparty Credit Risk (CCR) exposure models and methodologies for exposure calculations, credit capital calculations and internal risk management. For this role, there is a particular focus is to ensure the requirements from regional regulators and regional entity stakeholders are met across all Trading Book Counterparty Credit Risk activities.
Within this role, you will be responsible for:
To be considered for this role it is essential you have demonstrable experience of working within a Counterparty Credit Risk model development function gained within a top tier investment bank, with a key focus on the banks trading book activity. You must have a PHD or MSc in a numerical subject or quantitative discipline such as mathematics, physics, engineering, statistics or computing science. Strong programming skills in Python and C++ are essential and a familiarity with SQL will offer a significant advantage, as would a theoretical understanding and familiarity with derivative pricing models and stochastic calculus.
If you are interested in this role and match the set criteria, please send your CV to Elizabeth.firstname.lastname@example.org
With a team of over 200 and growing every day, Goodman Masson is one of London’s specialist Finance and Technology recruitment businesses. Voted ‘Best Recruitment Company to Work For’ in 2018, our passion for what we do is clear.
Based in London, Düsseldorf and New York, we hold annual revenues exceeding £42 million. This includes Qualified & Part-Qualified / Transactional Finance, Actuarial & Investment Management, Audit, Banking Operations, Compliance & Financial Crime, Front Office, Housing Development, Information & Cyber Security, Technology, Digital & Data, Product Control & Valuations, Projects, Change & Transformation, Risk & Regulation, Tax and Treasury.
We also have a Solutions team who provide RPO, hybrid and volume recruitment services. Alongside this, Goodman Masson have developed an Executive Search team who focus on sourcing C-suite talent to fee earning Legal partners.