Accessibility Links

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
Similar jobs
L/S Credit Analyst
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A $1bn l/s credit hedge fund in NYC is looking to bring on a Junior and Mid-Level Analyst to their investment team. Performance has been...
BULGE BRACKET Investment Banking VP (TMT)
  • Job type: Permanent
  • Location: New York
  • Salary: $250000 - $275000 per annum
  • Description My client, a Tier 1 Bulge Bracket U.S. investment bank, is actively seeking VP level investment banking professionals to join their TMT team of banking -...
Data Scientist - Hedge fund
  • Job type: Permanent
  • Location: New York
  • Salary: $175000 - $250000 per annum
  • Description Data Scientist - Hedge Fund Our client is a multi-billion dollar equity hedge fund based in New York City that manages north of $10bn. They are...
Senior Counterparty Risk Modeller
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Senior Counterparty Risk Modeller – Leading Financial Institution Role – Economic Capital Modeller Location –
Aerospace & Defense Associate/VP (Washington DC)
  • Job type: Permanent
  • Location: Washington
  • Salary: $130000 - $200000 per annum
  • Description My Client, a leading boutique investment bank located in Washington DC, is looking for an investment banking Associate to join their team professionals who focus...