PERMANENT| 115,000.00PER ANNUMRECRUITER: | Simon Blau Counterparty Credit Risk Quant
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- Vice PresidentCity of LondonHybrid (3/2 split)PermanentUp to 115,000cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London.
They are seeking a Counterparty Credit Risk Quant
- Vice President to work with them on a permanent basis.The responsibilities of the Counterparty Credit Risk Quant
- Vice President will include:Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis.Collaborate with the Americas Quant team to enhance and implement stress-testing scenarios for the EMEA portfolio.Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting.Deliver risk management services to regional entities in line with internal service agreements.Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income products to support evolving business activities.Support the expansion of ICAAP and ICARA frameworks to Trading Book products, including capital calculation and stress-testing model development.Ensure risk and capital models remain compliant with internal policies and regulatory requirements.Participate in ICAAP/ICARA processes, including risk appetite setting, scenario design, stress testing, and capital assessments.The successful candidate will have:Strong experience in Counterparty Credit Risk (CCR) analytics within financial services.Solid understanding of CCR metrics, including Potential Exposure, Wrong-Way Risk, and Stress Testing.Extensive knowledge of Fixed Income and Derivative products, including Bonds, Repos, and IR/FX/Credit derivatives, and their associated risks.Hands-on experience with risk models such as VaR and Expected Shortfall (ES), with strong knowledge of Basel capital regulations for Market Risk and CCR.Advanced proficiency in Excel and strong programming skills in Python, VBA, R, and SQL.Experience building and using data visualisation dashboards with Power BI and Tableau. xsabvtc Proficient with key industry tools and platforms, including Bloomberg, Power BI, Prism, GBR, and Microsoft Office applications.
Counterparty Credit Risk Quant - Vice President in Vauxhall employer: CER Financial
As a Compliance Monitoring Consultant at our esteemed bank in the City of London, you will thrive in a dynamic work culture that prioritises integrity and compliance excellence. We offer competitive benefits, including professional development opportunities and a supportive environment that encourages growth and innovation. Join us to be part of a team that values your contributions and fosters a sense of purpose in ensuring regulatory adherence and financial security.
