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See SELBY-JENNINGS-HONG-KONG 3 Job offers
Quantitative Credit Risk Modeller-Credit Risk-Hong Kong-Salary: £75,000+Highly Competitive Rate
Top Global Investment Bank seeks Quantitative Credit Risk Modeller to work within their Exposure Management Team.
This role requires a candidate with a quantitative background who will be required to develop and implement models for calculating exposures, you will be required to work with Traders, Sales and Quant personnel.
If you are looking to work within a top institution and to move your career to the front office then this is the role for you.
The Role
-You will be designing, testing and maintaining counter-party risk models used for trading limits management and regulatory and Economic Capital (EC) calculations
-You will need to provide hands-on, practical quantitative solutions on Potential Future Exposure (PFE) calculations, with respect to counterparty risk.
-You will need knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing
-You will also need to maintain the team model validation and review schedule involving running each model through various benchmarking tests and back tests to confirm their reliability
-The role offers support to the Front Office (performing various reporting functions), management and customer relationship managers
-You will be working closely with Traders, Sales, CVA and Quants
Ideal Candidate
-PD/LGD/EAD modelling
-Quantitative background, Masters/PhD in Mathematics, Engineering or Physics
-Programming knowledge: VBA, Excel with an understanding of C++
-Motivated candidate with aspirations to work in front office
Key Words : Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, London, UK, ASIA, SINGAPORE, HONG KONG, Front Office, Portfolio, LD, PD, Probability.
Please send all enquiries by mail–Stipulate whether you are looking in ASIA or LONDON.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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