![Taylor Root](https://media.trabajo.org/img/noimg.jpg)
Credit or Market Risk Quant Project focused
1 week geleden
Opportunity Description
We are working with a very attractive Global Bank offering a chance to be part of an excellent new quantitative team. With a need for both Market and Credit Risk Quants to join the team. They are responsible for working together with various teams globally to integrate and build brand new models across a wide range of EGS related projects. Covering Climate risk models and methodology and how it effects the portfolios and general risk management. Both internally and externally. Both Risk types will go from start to finish, embedding the end product into the risk domain.
Suitable backgrounds
You will either be a Credit Risk Quant from Retail or Wholesale Banking, around either ECL: PD, LGD or EAD models. Ideally experienced in regulatory drive work across Basel / IFRS9 / AIRB / IRB. The key to the role is being able to adjust to the new requirements for the ECB, looking at how lending must change, collateral valuation and how buildings are looked at.
For a Market Risk background you will need to have strong knowledge of the various risk factors. So IRR, Volatility, Credit Spread, CSRBB, FX Risk, Equity Risk, Yield Curve, VaR, ES or Liquidity Risk Models. You will be assessing the ESG risk to the market risk portfolio, helping to build new processes to monitor and follow that risk and setting the risk appetite statement.
Key Requirements for the role
- Masters or PhD or CQF within a Quantitative field such as Statistics, Mathematics, Engineering, Computer science, Physics, Econometrics, Financial Engineering.
- Programming skills in SAS, R, C#, C++ or Python or similar.
- You must be able to give detailed examples of the models and analysis you have been involved in as a Quantitative Analyst to be able to qualify for the role.
- You must have the ability to present your work and communicate across the business with various stakeholders in Risk, IT and Validation to name a few.
Please do apply now if you have the required skills and would like to be part of this new long term team.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.
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