Risk - Credit Risk Jobs

Click on a requirement listed below to view details in full:

Snr XVA Quant Analyst / Dev, London

London
QAX-0802
£160k base, plus Front Office Bonus & Benefits

A world leading Investment Bank seeks to hire a VP Quant Analyst Dev to join their growing XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the XVA engine. The team is based on the

Credit Model Val Quant (PD-LGD-EAD), London (AVP)

London
CRMV-1203
To £90k + Bonus + Benefits

This Global Wholesale Banking group seeks to recruit a Credit Risk Model Validation team in London. Covering Wholesale banking (Loans, etc.), you will review new and existing AIB models used by risk management for capital, stress testing, etc. This is an excellent opportunity to join a growing firm working on state of the art models!

KEY RESPONSIBILITIES:

Front Office Quant Strat, Risk & Capital

City of London
RCQD-0403
Exceptional Package plus Front Office bonus

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES: