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One of the largest European Investment banks are seeking a Counterparty Risk Manager to work closely with senior traders in a team that is looking to expand. Based in London this role will allow you to develop your skill set whilst working in one of the largest counterparty risk teams in London. The team cover portfolio monitoring and analysis throughout principal derivative credit exposure.
Responsibilities for this position:
Daily Counterparty risk analysis
Development and validation of Valuation Adjustment models
Advising the head of the team on potential hedging
Regular interactions with senior traders regarding exposure of the portfolios
Corresponding with both the trading and quant team
Skills/attributes required for the role
Masters in subjects such as Mathematics, Financial Mathematics, Physics or Statistics are beneficial
7+ years' experience
Experience in Counterparty risk, CVA or XVA
Knowledge of interest rates/FX/credit derivatives.