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AVP/VP Counterparty Credit Risk Methodology

  • Job type: Permanent
  • Location: New York
  • Salary: $120000 - $165000 per annum
  • Job reference: 1234
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 09/03/2018
Tier 1 Investment Bank is looking for a highly motivated and driven candidate to join its Derivatives Trading and Underwriting Team to expand the brand in this hugely competitive space. The candidate will be responsible for developing methodologies and implementing market risk oversight for the counterparty credit risk portfolios.

  • Improve existing market risk methodologies and defend data findings due to market  and counterparty risk applications
  • Liaison with front office, oversight, and operations
  • Present findings to senior leadership

  • 3+ years of experience at a top financial institution
  • Masters in a mathematical or technical field
  • Strong technical and analytical skills
  • Hands on experience with counterparty credit risk
  • Understanding of derivative products
  • Good interpersonal and communication skills
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