Credit Risk Business Analyst

Job Ref: 50187711
Sectors: Business Change, Strategy & Analysis, Software Development, Web, Digital & Mobile
Date Added: 28 November 2017

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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