Job Details

Senior Counterparty Credit Risk Business Analyst

London, United Kingdom, £600 - £650 , Contract

Posted: 4 hours ago


Counterparty Credit Risk, SME, subject matter expert, Counterparty Credit Risk Methodology, monte carlo, pricing models, Counterparty Credit Risk Business Analyst, VaR, Quant BA, Quantitative Business Analyst, risk calculations, PFE, EPE, CVA, XVA, back testing, backtesting, Methodology, quant teams, credit risk engines, stochastic calculus, PhD, Physics, Mathematics

My client is a global, large scale, investment bank looking to hire a Counterparty Credit Risk Quantitative Business Analyst to join their Counterparty Credit Risk Change Unit. This role is part of a transformation initiative and extensive experience as a Senior Credit Risk Business Analyst will be essential. All pre-requisite skills of a Senior BA will be required i.e. gathering requirements, writing functional and technical specifications and co-ordinating of key work streams within the Counterparty Risk Change space. A key focus of the role will be to challenge methodologies; the successful candidate will also have in-depth knowledge of back testing.

Key stakeholders will be Risk Methodology, Quant teams, Risk Managers and Risk IT teams and so a deep understanding of Counterparty Credit Risk metrics will be also be essential.

The successful candidate will preferably be educated to post graduate degree level in any of the following fields: Mathematics, Financial Engineering, Statistics or similar. Other preferable qualifications are FRM (Financial Risk Management) and CQF (Certificate of Quantitative Finance).

The successful candidate must be able to work autonomously and as such, be able to clearly demonstrate relevant work experience.

Job Title: Senior Counterparty Credit Risk Business Analyst

Location: London, UK

Rate/Salary: .00 GBP Daily

Job Type: Contract

Trading as Aston Carter. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. (phone number removed). Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. Aston Carter is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://(url removed)/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://(url removed)/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://(url removed)/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield

Job Details

London, United Kingdom
£600 - £650