A European Investment bank is looking to hire a Quantitative Risk Manager to lead their Market Risk and Counterparty Credit Risk Methodology teams.
- Provide Quantitative support to Market Risk and Credit Risk teams
- Model market risk factors
- Support valuation adjustments
- Guide more junior members of the team
There are interested in profiles with:
- Experience creating risk management models
- Understanding of financial derivatives
- Strong programming skills
For further information, please submit a copy of your CV.