Counterparty Credit Risk Quant - Vice President - CER Financial
other jobs eFinancialCareers
Added before 7 hours
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Full job description Counterparty Credit Risk Quant - Vice President
City of London
Hybrid (3/2 split)
Permanent
Up to £115,000
cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London. They are seeking a Counterparty Credit Risk Quant - Vice President to work with them on a permanent basis.
The responsibilities of the Counterparty Credit Risk Quant - Vice President will include:
· Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis.
· Collaborate with the Americas Quant team to enhance and implement stress-testing scenarios for the EMEA portfolio.
· Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting.
· Deliver risk management services to regional entities in line with internal service agreements.
· Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income products to support evolving business activities.
· Support the expansion of ICAAP and ICARA frameworks to Trading Book products, including capital calculation and stress-testing model development.
· Ensure risk and capital models remain compliant with internal policies and regulatory requirements.
· Participate in ICAAP/ICARA processes, including risk appetite setting, scenario design, stress testing, and capital assessments.
The successful candidate will have:
· Strong experience in Counterparty Credit Risk (CCR) analytics within financial services.
· Solid understanding of CCR metrics, including Potential Exposure, Wrong-Way Risk, and Stress Testing.
· Extensive knowledge of Fixed Income and Derivative products, including Bonds, Repos, and IR/FX/Credit derivatives, and their associated risks.
· Hands-on experience with risk models such as VaR and Expected Shortfall (ES), with strong knowledge of Basel capital regulations for Market Risk and CCR.
· Advanced proficiency in Excel and strong programming skills in Python, VBA, R, and SQL.
· Experience building and using data visualisation dashboards with Power BI and Tableau.
· Proficient with key industry tools and platforms, including Bloomberg, Power BI, Prism, GBR, and Microsoft Office applications.
City of London
Hybrid (3/2 split)
Permanent
Up to £115,000
cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London. They are seeking a Counterparty Credit Risk Quant - Vice President to work with them on a permanent basis.
The responsibilities of the Counterparty Credit Risk Quant - Vice President will include:
· Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis.
· Collaborate with the Americas Quant team to enhance and implement stress-testing scenarios for the EMEA portfolio.
· Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting.
· Deliver risk management services to regional entities in line with internal service agreements.
· Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income products to support evolving business activities.
· Support the expansion of ICAAP and ICARA frameworks to Trading Book products, including capital calculation and stress-testing model development.
· Ensure risk and capital models remain compliant with internal policies and regulatory requirements.
· Participate in ICAAP/ICARA processes, including risk appetite setting, scenario design, stress testing, and capital assessments.
The successful candidate will have:
· Strong experience in Counterparty Credit Risk (CCR) analytics within financial services.
· Solid understanding of CCR metrics, including Potential Exposure, Wrong-Way Risk, and Stress Testing.
· Extensive knowledge of Fixed Income and Derivative products, including Bonds, Repos, and IR/FX/Credit derivatives, and their associated risks.
· Hands-on experience with risk models such as VaR and Expected Shortfall (ES), with strong knowledge of Basel capital regulations for Market Risk and CCR.
· Advanced proficiency in Excel and strong programming skills in Python, VBA, R, and SQL.
· Experience building and using data visualisation dashboards with Power BI and Tableau.
· Proficient with key industry tools and platforms, including Bloomberg, Power BI, Prism, GBR, and Microsoft Office applications.
Job number 3805129
Increase your exposure to recruiters with ProJobs
Thousands of recruiters are looking for you in the Job Master profile database, increase your exposure 4 times with a ProJob subscription
You can cancel your subscription at any time.