Credit Risk Business AnalystOur Banking client is offering an exciting opportunity for a highly skilled Credit Risk Business Analyst to join their London based team...
Credit Risk Business Analyst
Our Banking client is offering an exciting opportunity for a highly skilled Credit Risk Business Analyst to join their London based team for 6 months initial contract.
The successfully candidate will have previous banking experience as well as the following skills:
- Monte-Carlo simulations, including collateral modelling
- Pricing of OTC derivatives across various asset classes
- Back-testing concepts for counterparty credit risk and Stress-testing
- Capital calculations under Basel III / CRDIV
- Hands-on experience of basic OTC derivative pricing models such as Black-Scholes
- Counterparty Credit Risk measures (PFE/EPE/EEPE) and CVA modelling
- Econometric Models and Time Series Modelling
- Terms Structure Modelling, Yield Curve Construction and Principal Component Analysis
- Good experience within Investment Banking including strong traded-product knowledge and an understanding of Credit Risk management including methodology, processes and terminology
- Running structured meetings / workshops to drive out requirements and design
- Writing business and functional requirements for investment banking systems
- Testing, both defining test strategies and following through the subsequent execution
- Relational database experience and SQL, any programming language a plus, specifically VBA
- Good user knowledge of the other MS applications, including Visio
Should this position be of interest please submit your CV and I will be in contact by telephone as required.
We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender reassignment, marriage and civil partnerships, pregnancy or maternity or age