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A Top Tier Investment Bank are recruiting for a Quantitative Analyst to join their existing quantitative modelling team who have overall responsibility of Market as well as CCR methods.
The successful Quant Analyst will review their Counterparty Credit Risk Models and compare with SA-CCR on a contracting basis.
Proven experience in a quantitative finance environment specifically counterparty risk
Expected to document, test and analyse the impact of modelling assumptions to support downstream review by model validation functions or regulatory bodies.
Particular expertise of VaR, Stressed VaR, IRC and CRM, EEPE, Stressed EEPE
Knowledge of statistical techniques
Quantitative Educational background
Programming Languages: Python, C++, C#
This is an urgent requirement so if of interest please do get in touch with your updated resume.
To find out more about Huxley, please visit www.huxley.com
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales