We are working on a new opportunity for a leading financial services organisation looking to add someone with a strong background across quantitative and traded risk.
We’re particularly interested in people with experience across some of the following:
- Counterparty credit and exposure risk
- SA-CCR, SA-CVA and/or IMM
- Exposure modelling, collateral and netting
- Traded products and derivatives
- Model development, validation or remediation
You could currently sit within a bank, consultancy, risk function, model risk team or quantitative analytics environment.
The important part is a strong technical understanding of traded products and risk, combined with the ability to work with senior stakeholders and explain complex topics clearly.
London | Permanent
#J-18808-Ljbffr
Quant Risk - Traded & Counterparty Risk in London employer: RAW Search
Join a leading financial services organisation in London that values innovation and expertise in quantitative risk management. With a strong commitment to employee development, you will benefit from a collaborative work culture that encourages continuous learning and professional growth. Enjoy competitive compensation, comprehensive benefits, and the opportunity to work on impactful projects within a dynamic team of industry experts.
