Counterparty Credit Risk - Quant Modelling Analyst null

Your role

Key responsibilities are as follows:

• Perform model validation for trading models/pricers in XVA, Counterparty Credit Exposure, and IMM/Capital calculations.
• Assess conceptual soundness, methodology appropriateness, and model limitations.
• Conduct performance monitoring tests and backtesting for model relevance.
• Assist with model governance, inventory, and issue management.
• Collaborate with model developers, trading desks, and control functions to ensure transparency and performance.

About you

The ideal candidate will have:

• A quantitative background with a bachelor's degree in Mathematics, Science, Engineering, Statistics, Quant Finance, or similar.
• Strong skills in quantitative analysis, problem-solving, and knowledge of probability theory, statistics, and mathematical finance.
• Excellent communication and interpersonal skills, with the ability to multi-task and meet deadlines.
• A risk and control mindset, capable of asking incisive questions and assessing materiality.
• Preferred knowledge of Python programming and finance industry understanding.

Compensation & benefits

Competitive salary with performance-based bonuses, comprehensive healthcare, and additional perks.

Training & development

Opportunities for professional development through training programs and mentorship.

Career progression

Potential for career advancement within the firm, with growth opportunities in risk management and quantitative finance.

How to apply

Submit your application by completing the required form and providing your resume and cover letter.

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