A large and successful Investmet Bank are seeking Quantitative Analysts to join their Risk Modelling Group to look at a number of varying Credit Risk issues for the division.

The Positions available cover Credit Exposure and Economic Risk Capital

 - looking at the firms counterparty credit expposure arising from Derivative deals

 - Model Validation & Valuation of the models used by the firm for PnL, Derivatives and risk sensitivity

 - Modelling and lavidation of Credit Rating and Economic Risk Capital methodologies across all divisions of the bank.

 These roles require a high level of Mathematical ability and knowledge within the Credit Risk arena. Candidates should be either quantitatively educated (ideally PhD or equivalent, but MSc could also be good) or possibly Accounting qualified (ie ACCA, CIMA etc).  All applicants should come with strong Credit Risk experience, either from an Investment Bank or a similar Financial Institution.

This is a role within a highly reputable risk team, and a bank at the cutting edge of quantitative thinking. Joining this group will give excellent future opportunities.

To apply: For more details, please email a CV to jobs@ibgresourcing.com