Counterparty Risk Quant Analyst - Investment Bank - London

Job Title: Counterparty Risk Quant Analyst - Investment Bank - London
Contract Type: Permanent
Location: London, England
Salary: £55000.00 - £65000.00 per annum
Reference: BBBH20070_1546503779
Contact Name: George Marks
Contact Email:
Job Published: January 03, 2019 08:23

Job Description

A leading Investment Bank is looking for a Quantitative Analyst to work within the Risk Analytics Division. The team is responsible for the PFE models used to measure the Counterparty Exposure.


  • Assist with risk model development and maintenance
  • Design and run model validation tests, for both model assumptions and implementation.
  • Develop, maintain and improve counterparty credit risk exposure simulation models.
  • Specify and test system changes to implement improvements
  • Support business and credit department requests in investigations into exposure calculations for specific trades
  • Prepare summary reporting for working groups and committees.


  • Solid quantitative skills (maths/statistics, quantitative finance MSc level or above)
  • 1-2 year experience within a Quantitative Risk related role and exposure to pricing derivatives or Market Risk ideally.
  • Knowledge and experience of VBA/Python preferable but we will consider C++, R, Matlab or any other advanced programming languages.