Counterparty Credit Risk Modelling
2 days ago
The role:
- Understand counterparty credit risk (CCR), and economic and market environment in which the Group operates
- Develop counterparty credit risk exposure measurement methodologies and risk assessment tools;
- Develop processes designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders;
- Assist credit risk reporting functions in the development of effective reporting tools enabling responsive and proactive reviews of the trading book credit risk exposure.
- Masters or PHD in Financial Mathematics, Statistics, Science, or Engineering
- Quantitative work experience in a financial institution, preferably in derivatives area and understanding of counterparty credit risk modelling
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Credit Risk Modeller
4 weeks ago
London, United Kingdom Alexander Ash Consulting Full time €600 - €650Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing credit risk...
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Credit Risk Modeller
4 weeks ago
London, United Kingdom Alexander Ash Consulting Full time €600 - €650Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing credit risk...
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Credit Risk Modeller – Counterparty Risk
1 month ago
London, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...
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Credit Risk Modeller – Counterparty Risk
1 month ago
London, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...
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Credit Risk Modeller – Counterparty Risk
1 month ago
London,, UK, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...
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Credit Risk Modeller
1 month ago
London, United Kingdom Alexander Ash Consulting Full timeJob Description Credit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing...
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Credit Risk Modeller – Counterparty Risk
4 weeks ago
London Area, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python) A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks. You will be responsible for developing credit risk models...
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Credit Risk Modeller – Counterparty Risk
1 month ago
London Area, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...
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Credit Risk Modeller – Counterparty Risk
1 month ago
London Area, United Kingdom Alexander Ash Consulting Full timeCredit Risk Modeller – Counterparty Risk / Derivatives (Python)A major investment bank is undertaking a large risk programme regarding how they source data for credit risk modelling across the trade lifecycle and supporting functions, as well as how they ultimately model counterparty credit risks.You will be responsible for developing credit risk models...
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Counterparty Credit Risk Specialist
2 weeks ago
London, Greater London, United Kingdom LevelUP HCS Full timeAbout the RoleAt LevelUP HCS, we require a Quantitative Risk Model Developer to enhance our risk management capabilities.The Quantitative Risk Model Developer will develop and implement analytics for counterparty credit risk management, build infrastructure to consolidate counterparty credit risk models across systems, and perform quantitative research to...
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Counterparty Credit Risk Regulatory
1 week ago
London, United Kingdom Barclays Full time**Counterparty Credit Risk Regulatory Manager** **London** As a Barclays Counterparty Credit Risk Regulatory Manager you will be responsible for ensuring that the firm complies with all applicable regulatory requirements so that it can maintain its Counterparty Credit Risk Internal Model Method permission. You will assist the oversight and governance of...
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Counterparty Credit Modeller
3 weeks ago
London, Greater London, United Kingdom Alexander Ash Consulting Full timeAlexander Ash Consulting is looking for a highly experienced Counterparty Credit Modeller to join their team.Job Description:You will be responsible for developing credit risk models across major risk measures, incorporating relevant regulations and requirements.The ideal candidate will have significant risk modelling experience in Python, a strong...
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Counterparty Credit Risk Leader
2 days ago
London, United Kingdom eFinancial Careers Full timeThe key purpose of the role: - Work with the risk function and the business to develop and deliver a robust counterparty credit risk framework and associated risk assessment and monitoring methods; - Develop and implement product specific analytics, risk limit frameworks and risk monitoring; - Support development and implementation of counterparty credit...
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In Business Counterparty Credit Risk
2 days ago
London, United Kingdom eFinancialCareers Full time**ICM CPE Counteparty Credit Risk - Structured Finance AVP** **Job Purpose**: Individual will work as part of Counterparty Exposure (CPE) team under the global Institutional Credit Management (ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. **Job Background/Context**: Institutional Credit...
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Counterparty Credit Risk Manager
5 days ago
London, United Kingdom eFinancial Careers Full timeMy client is a fast growing financial technology firm specialising in foreign exchange and online money transfers. Their offices are in the City of London. **Description** The Counterparty Credit Risk Manager will be responsible for the following: - Create and monitor counterparty risk limits. - Credit analysis, credit rating assignment and risk...
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Counterparty Credit Risk Manager
2 weeks ago
London, Greater London, United Kingdom Macquarie Bank Limited Full timeJob SummaryAs a Senior Manager in our Risk Management Group, you will be responsible for leading efforts to improve existing counterparty credit risk models and develop new ones. You will calibrate risk factor evolution model parameters for newly traded assets and maintain processes to monitor model performance.Requirements8+ years of experience in financial...
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Counterparty Credit Specialist
2 weeks ago
London, Greater London, United Kingdom LevelUP HCS Full timeJob Description: Counterparty Credit SpecialistLevelUP HCS is looking for an exceptional Counterparty Credit Specialist to join our Risk Analytics team. As a key player in our group, you will be responsible for developing and managing analytics for counterparty credit risk models.Key Responsibilities:- Develop and implement analytics for counterparty credit...
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Counterparty Credit Risk Lead
3 hours ago
London, Greater London, United Kingdom Macquarie Bank Limited Full timeAbout the RoleThe Senior Quantitative Analyst will lead efforts to improve existing counterparty credit risk models and develop new ones. You will calibrate risk factor evolution model parameters for newly traded assets, maintain processes to monitor model performance, and prepare reports for stakeholders.
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Counterparty Credit Risk Analyst
1 month ago
London, Greater London, United Kingdom Citigroup Inc. Full timeCiti Financial Risk Technology is seeking a skilled Counterparty Credit Risk Developer to join our team. This role will be responsible for developing and maintaining applications used for derivatives credit risk and exposure calculations Firm-wide.The ideal candidate will have experience in systems analysis and programming of software applications, as well...
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Senior Counterparty Credit Risk Analyst
3 weeks ago
London, Greater London, United Kingdom Citigroup Inc. Full timeCiti Financial Risk Technology is looking for a Senior Counterparty Credit Risk Analyst to join its team. As a Senior Counterparty Credit Risk Analyst, you will be responsible for leading the development and optimization of derivatives credit risk applications using in-house C++ and Python model libraries.The ideal candidate will have extensive experience in...