Risk - Credit Risk Jobs

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Front Office IMM Quant (VP), London

Total to £200k + Benefits + 30 days holidays

Our client, a large Global Investment Bank, seeks an experienced Quant (4-7 yrs) to join their front office quant team to develop & implement methodologies to measure and optimize initial margin across all markets/asset classes, with a focus on the Prime Services business, and implement IMM models into the front office analytic library.  Based in the City, you’ll work with

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

£££ 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

Front Office Rates Inflation Quant (VP), London

London or Singapore
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

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

Sydney, Australia
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

CCR Quant Analyst, London & Singapore

Base to £130K + 30% Bonus + Benefits

Our client, a global Investment Bank, operating across the world’s most dynamic markets is looking to hire a front office Quant Analyst to develop of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives and is based in either low-tax Singapore or the vibrant City of London. You''ll work with highly talented Quants and gain deep