Job Description:
Job ID(18226) |
A Major Global Trading firm in London is looking for a Quantitative Credit Risk Manager with hands on experience working with PD, EAD, and LGD models. The role is to manage the development and implementation of FSA mandated Credit VaR models for Basel II and Pillar II Economic Capital analytics. Candidates must have 5+ years of experience working on Basel and FSA risk models, deep knowledge of Economic Capital Models [Credit VaR, Monte Carlo, Stress Testing], experience working in a derivatives or fixed income trading firm, very strong math skills and be current with data management, reporting and relevant technology tools. This is a hands-on senior manager role with broad exposure to all of the firm'::::s business units, (Treasury, Finance, Front Oficce, IT, and Risk). Experience working with Basel and FSA regulatory requirements is required. This role also requires superior communication skills.
Recruiter: Jim Geiger
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