Risk - Credit Risk Jobs

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Lead CCR Quant Analyst / Modeler, (VP, Dir), London

London
LQAM-1106
Total package to £250k

Our client, a very strong Global Investment Bank, operating across the world’s most dynamic markets and a great reputation for state-of-the-art technology, is now looking to hire a Quantitative Analyst to lead the development of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives library and for Credit Regulatory Analytics & Capital

Snr Quant Analyst – XVA, CCR (VP), Sydney

Sydney, Australia
SQA-2805
AUD 200k Base + Bonus + Super

The global Quant Research team at this global investment bank applies specialist methods from mathematics, science and engineering to generate revenue. They work on data, models, and algos for derivative valuation and risk, automated trading, and data-driven decision-making.

They now seek a Senior Quant to research and implement financial models for product valuation, risk analysis and trading and provide quantitative expertise

Front Office Rates Inflation Quant (VP), London

London or Singapore
QINF-0705
To £200K Total, London

Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Flow Inflation products including curve building for inflation swaps products, IBOR.  Based in the vibrant City of London, this is an excellent opportunity to work with

Head of Corporate Credit Risk & Stress Models (Dir), London

London
CRSM-1705
£££ Highly Competitive Salary Package

This leading global banking group operates around the world offering Retail, Wholesale, Private Banking as well as Wealth Management & Corporate Banking. This key role is to lead the Wholesale Credit Risk models (IRB, IFRS9) and Pillar 2 Stress Testing team for Corporate, Institutional and Commercial banking and submit to the PRA for approval for regulatory capital calculation, and to