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 …/experience is essential: Strong experience in Counterparty Credit Risk Good understanding of different counterparty credit risk measures including Potential Exposure, Wrong Way Risk, Stress Testing etc. Strong product knowledge across Fixed Income and Derivatives Very good technical experience across either Python, VBA, R and/or SQL. ...