Counterparty Credit Risk Quant - Investment Bank
- Hiring Organisation
- Hunter Bond
- Location
- London, United Kingdom
- Employment Type
- Permanent
- Salary
- GBP 110,000 Annual
leading Investment Banking client are looking for a talented and motivated individual to work on their Counterparty Credit Risk (CCR) Stress testing and Regulatory stress framework/models. You'll build and evolve a stress testing framework for their EMEA portfolio which is consistent across different entities … risk stripes, as well as supporting on regulatory and internal capital assessment activities such as ICARA, ICAAP and other initiatives. You'll also develop, own, and run internal and vendor models within the department, supporting other team members in the regular upkeep of other models. This is a newly ...