Counterparty Credit Risk Quant - Investment Bank

Our leading Investment Banking client are looking for a talented and motivated individual to work on their Counter party Credit Risk (CCR) Stress testing and Regulatory stress framework / models. You'll build and evolve a stress testing framework for their EMEA portfolio which is consistent across different entities and risk stripes, as well as supporting on regulatory and internal capital assessment activities such as ICARA, ICAAP and other initiatives.

You'll also develop, own, and run internal and vendor models within the department, supporting other team members in the regular upkeep of other models.

This is a newly created and high profile role within a growing department. A brilliant opportunity!

• Strong experience in Counter party Credit Risk
• Good understanding of different counter party credit risk measures including Potential Exposure, Wrong Way Risk, Stress Testing, etc.
• Strong product knowledge across Fixed Income and Derivatives
• Very good technical experience across either Python, VBA, R and/or SQL.
• Solid Financial Services background
• Excellent communication skills

Salary: Up to £110,000 + bonus + package

Level: Vice President (VP)

Location: London (good work from home options available)

If you are interested in this Counter party Credit Risk Quant VP position and meet the above requirements please apply immediately.