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Opportunity Overview
We currently have an exciting opportunity to join a renowned global organization within their Quantitative Counterparty Risk Team on a permanent basis in London.
Team Focus
The team comprises quantitative modelers specializing in market, liquidity, and counterparty risk. The primary focus of this role is on the Counterparty side, across various asset classes, including work on IMM models, EEPE, CVA, Remediation, and Back Testing.
Candidate Profile
This position is ideally suited for an autonomous individual who can lead from an expert perspective, rather than through direct management. Your skills and experience should enable hands-on modeling, decision-making, mentoring, and coordination.
Key Responsibilities
1. Investigate, analyze, and design risk methodologies to capture risks considering systems and other variables.
2. Lead methodology projects, gather, and document requirements.
3. Engage with regulatory bodies and collaborate with Front Office and Risk Managers.
4. Design, develop, and test code to implement risk methods within risk systems.
5. Coordinate with Quality Assurance for risk measurement validations such as backtesting.
6. Contribute to a strong international and global team environment.
Required Skills
* Strong knowledge of Quantitative Counterparty Risk; transferable Market Risk experience is also valuable.
* Proven track record in Quantitative Modeling.
* Experience with backtesting methodologies; collateral and initial margin models are a plus.
* Proficiency in C#, C++, and Python for model development.
* Excellent communication skills to liaise effectively with various teams and stakeholders.
We invite interested candidates to get in touch to discuss this role. The position is open to both local and international applicants, suitable for those already in London or looking to establish themselves here in the UK.
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