Monday, January 17, 2011

Credit Risk Analyst Director

This Tier 1 Bank is seeking a Direct to oversee their Exposure Management team that provides analysis on all their derivative trades across all asset classes.

If you are looking for a Front office Credit Risk position that gives you interaction with traders and the opportunity to lead your own team then this will be the job the for you. The position includes decision-making authority and responsibility to manage counterparty portfolios by rejecting trades deemed to be too risky or by recommending risk reducing trades.

Role:

- Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm รข€“ fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
- Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
- Participate in discussions of risk mitigation for structured transactions.
- Active involvement with other members in Exposure Management and other groups on methodology development.

- Coordinate across regions to produce time-sensitive analysis under tight deadlines

Ideal Candidate:

- Several years experience in a similar role preferable
- Knowledge of PFE or PE
- Solid mathematical skills including probability and statistics
- Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
- Excellent interpersonal and analytical skills & a team player
- Willing to work under pressure
- Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
- Understanding of various pricing models

Job Reference: 10011119
Contact: The Risk Team
Phone: + 44 (0) 20 7019 4138
Address: Selby Jennings Ltd, 4 Carlton Gardens, London, SW1Y 5AB SW1Y 5AB


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