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Credit Exposure Quantitative Analyst, London, City of London
- UK - City of London
- £80000 per annum
- Full-Time Permanent
- Accountancy - Accounting
- Joslin Rowe
- 22-07-08
Job Description
The Role:
An exciting opportunity has arisen for a Credit Exposure Quantitative Analyst in one of the worlds leading investment banks. This quantitative role fulfils a key risk requirement, quantifying potential credit exposure on new and existing client portfolio's across all products and markets.
This role will involve working closely with Marketing and Credit Risk Management to quantify potential credit exposure (PE / EPE) on new transactions and existing client portfolios covering all products and markets; Development of credit exposure calculation processes. Achieved either through strategic development in conjunction with IT and development teams within RMM or through development of in-team tactical processes; Specification of credit exposure methodology for new and existing products.
The Candidate:
Educated to a degree level with an accounting qualification ACA, CFA or equivalent, the ideal candidate will have previous experience of working in a quantitative credit measurement role, able to rapidly grasp, apply and explain detailed technical concepts, produce high quality work; under pressure and to tight deadlines. Knowledge of use of EPE for Basel II capital calculations Experience of developing programs in languages such as VBA/C++ would be advantageous
If you are an honest and hardworking individual who has the skills mentioned above, contact us today.
Joslin Rowe - Winner of 4 UK Recruiter Awards & highly commended for our recruitment excellence in 2005, 2006, 2007 & 2008.
Joslin Rowe Associates Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK.
Joslin Rowe Associates Ltd is acting as an Employment Agency in relation to this vacancy.
An exciting opportunity has arisen for a Credit Exposure Quantitative Analyst in one of the worlds leading investment banks. This quantitative role fulfils a key risk requirement, quantifying potential credit exposure on new and existing client portfolio's across all products and markets.
This role will involve working closely with Marketing and Credit Risk Management to quantify potential credit exposure (PE / EPE) on new transactions and existing client portfolios covering all products and markets; Development of credit exposure calculation processes. Achieved either through strategic development in conjunction with IT and development teams within RMM or through development of in-team tactical processes; Specification of credit exposure methodology for new and existing products.
The Candidate:
Educated to a degree level with an accounting qualification ACA, CFA or equivalent, the ideal candidate will have previous experience of working in a quantitative credit measurement role, able to rapidly grasp, apply and explain detailed technical concepts, produce high quality work; under pressure and to tight deadlines. Knowledge of use of EPE for Basel II capital calculations Experience of developing programs in languages such as VBA/C++ would be advantageous
If you are an honest and hardworking individual who has the skills mentioned above, contact us today.
Joslin Rowe - Winner of 4 UK Recruiter Awards & highly commended for our recruitment excellence in 2005, 2006, 2007 & 2008.
Joslin Rowe Associates Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK.
Joslin Rowe Associates Ltd is acting as an Employment Agency in relation to this vacancy.
- Joslin Rowe
- 203075
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