This posting has now expired.
By using the search box below, you will be able to find similar jobs that are currently available in the financial, accounting and banking sectors across the UK.
By using the search box below, you will be able to find similar jobs that are currently available in the financial, accounting and banking sectors across the UK.
Quantitative Credit Risk Analyst., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Credit
- 04-10-08
Job Description
An opportunity has arisen at a leading investment bank within their risk analytics model review team. They are currently seeking a quantitative credit risk analyst who will be responsible for the independent review of the credit models and methodologies that are used to derive credit grades and the key risk parameters PD (Probability of Default), LGD (Loss Given Default) and EAD (Exposure at Default) which are used to determine the Group’s regulatory capital requirement and calculate the Risk Adjusted Return on Capital (and RAROE).
Suitable candidates must have an excellent academic record with Bsc/Msc level qualifications in a quantitative related discipline. Candidates should have previous experience in reviewing, validating and implementing analytical risk measurement tools and an appreciation of pertinent regulatory regimes and, in particular, regulation applicable to Advanced Internal Ratings Based models. You must also be capable of undertaking independent research on industry best practices and an ability to integrate these into internal approaches used. Strong proven analytical skills, notably conversant with options pricing theory, stochastic processes and Monte Carlo simulations are essential.
Please send your CV to jobs@selbyjennings.com
www.selbyjennings.com
Suitable candidates must have an excellent academic record with Bsc/Msc level qualifications in a quantitative related discipline. Candidates should have previous experience in reviewing, validating and implementing analytical risk measurement tools and an appreciation of pertinent regulatory regimes and, in particular, regulation applicable to Advanced Internal Ratings Based models. You must also be capable of undertaking independent research on industry best practices and an ability to integrate these into internal approaches used. Strong proven analytical skills, notably conversant with options pricing theory, stochastic processes and Monte Carlo simulations are essential.
Please send your CV to jobs@selbyjennings.com
www.selbyjennings.com
- The Team
- xcsewwdsvgrttfjytu
del.icio.us
Digg
Facebook
Google
Reddit
StumbleUpon
Yahoo!