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|Sector||Credit & Risk Management|
Leading Bank seeking a Counterparty Credit Risk Manager to join their London office
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 Tim.Holbrough@BRUINFinancial.com
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