Twenty Financial Services are currently searching for a Counterparty Credit Risk Quantitative Analyst for a Global Investment bank located in London.
Your main responsibility will be to maintain and develop the PFE models for the bank. The models cover all asset classes and offer exposure to numerous other business lines.
- Develop risk models and also review these models to test for accuracy, data proficiency and numerical precision.
- Update the PFE models across all asset classes
- Validate XVA models for front office.
- Improve the existing system controls.
- Work with Front office, Traders and back office to improve business functions.
- Previous experience working within model development or model validation
- Counterparty credit risk experience.
- PFE model experience.
- Pricing model experience preferable.
- Advanced programming use with either VBA, C#, Python or similar