Find a Job

View detailed job description

Counterparty Credit Risk Manager

Salary £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/29464
Contact Tim Holbrough
Date posted 31-07-2018

Leading Bank seeking a Counterparty Credit Risk Manager to join their London office
Key responsibilities
• Developing benchmark pricing models for the trading book and subjecting them to qualitative assessment and stress testing.
• Working on important validation projects across all the asset classes (CVA, Rates, FX, Inflation, Credit, Commodities), managing and interacting with key stakeholders across the Bank.
• Supporting the build and design of a unified library framework for validating and running model risk.
Skills/ Experience required
• -A qualification in a quantitative discipline such as Mathematics or Finance

• Programming expertise in VBA and C++ as well as a theoretical understanding and familiarity with derivative pricing models, stochastic calculus and partial differential equations

• Excellent analytical, presentational, verbal and non-verbal communication skills
For applications or enquiries, email

Ready to apply for this job? Apply Now

Contact Tim about this job

AVP, Consultant