• 22 July 2008
• Reference: JR203075

• Credit Exposure Quantitative Analyst, London

• City of London £80,000 p/a Permanent

The Role:
An exciting opportunity has arisen for a Credit Exposure Quantitative Analyst in one of the worlds leading investment banks. This quantitative role fulfils a key risk requirement, quantifying potential credit exposure on new and existing client portfolio's across all products and markets.
This role will involve working closely with Marketing and Credit Risk Management to quantify potential credit exposure (PE / EPE) on new transactions and existing client portfolios covering all products and markets; Development of credit exposure calculation processes. Achieved either through strategic development in conjunction with IT and development teams within RMM or through development of in-team tactical processes; Specification of credit exposure methodology for new and existing products.

The Candidate:
Educated to a degree level with an accounting qualification ACA, CFA or equivalent, the ideal candidate will have previous experience of working in a quantitative credit measurement role, able to rapidly grasp, apply and explain detailed technical concepts, produce high quality work; under pressure and to tight deadlines. Knowledge of use of EPE for Basel II capital calculations Experience of developing programs in languages such as VBA/C++ would be advantageous

If you are an honest and hardworking individual who has the skills mentioned above, contact us today.

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Keywords related to this job

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• City of London,
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• Investment Banking,
• Accountancy & Finance,
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• Investment Banking,
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• London