A tier 1 investment bank are looking for a quantitative analyst to join their counterparty credit risk / market risk team. They are responsible for managing credit, market and operational risk, model risk, independent liquidity risk and insurance.
This is an exciting opportunity with a lot of potential as you will be given a lot of independence and responsibility in a thriving team that have continued to grow in the past few years.
You would be directly involved in the stress testing, pricing, and the of building models in a cross-asset environment where you will have a 360 view of the business and will get exposure to the front office.
The ideal candidate will have strong quantitative skills, with past exposure to counterparty credit risk or market risk and have strong programming skills.
- Experience with counterparty credit risk or market risk
- Strong coding skills, Java, C++, Python
- Good education background