A leading European investment bank is looking for an experienced Credit Risk Quantitative Analyst.

Successful applicants for the role will have the following:

• University educated in Finance or the Sciences, to Masters or PhD Level
• Have previous experience of relevant capital markets experience, in quantitative risk management, derivatives valuation with credit risk modeling experience
• Have previous experience of credit risk methodologies and models across a variety of asset classes.
• Strong proven analytical skills, notably conversant with options pricing theory, stochastic processes and Monte Carlo simulations
• Strong communication skills, both written and spoken.

The main roles and responsibilities will be:

• To test and review both new and existing methodologies, e.g. Monte Carlo simulation based credit risk measurement system.
• To recommend exposure model inputs and parameters as well as risk measures appropriate for each use.
• To interface with other relevant business areas.
• To support the development and implementation of the credit risk platform.

Locations: Hong Kong  and New York

To apply:

Interested ? Forward your resume to shingai.chodeva@matthewhoyle.com.hk or visit http://www.matthewhoyle.com.hk