Director – Counterparty Credit Risk (VDDLL7-EECA6F09) London, England
Salary: GBP130000 - GBP170000 per annum Our client is seeking a highly skilled Director for Counterparty Credit Risk. This role is an exciting opportunity to be part of a dynamic team responsible for building internal analytics libraries used for pricing and risk management for financial market products. The successful candidate will have the chance to work within a supportive and inclusive environment, where innovation and continuous improvement are encouraged. What you'll do: Develop and extend new features for the Bank's internal pricing and risk management platform. Model development for Credit and Equity asset class, for CCR. Use of C++ and scripting languages like Haskell and Python, for model development. Close collaboration with the Cortex CCR and Credit and Equity teams. Interact closely with different stakeholders, including trading desk and risk management. Work in an organisation open to innovation and continuous improvement. What you bring: A degree in Applied Mathematics, Engineering, Computer Science or equivalent experience. Solid computer science knowledge. Solid mathematical background. Financial Markets knowledge. Experience in functional programming, preferably Haskell. What sets this company apart: Our client is an international bank that has been making a positive difference for their clients, communities, and employees for more than 170 years. They question the status quo, love a challenge, and enjoy finding new opportunities to grow. They value difference and advocate inclusion. They offer competitive salary and benefits to support your mental, physical, financial, and social wellbeing. They also provide flexible working options based around home and office locations.
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Salary: GBP130000 - GBP170000 per annum Our client is seeking a highly skilled Director for Counterparty Credit Risk. This role is an exciting opportunity to be part of a dynamic team responsible for building internal analytics libraries used for pricing and risk management for financial market products. The successful candidate will have the chance to work within a supportive and inclusive environment, where innovation and continuous improvement are encouraged. What you'll do: Develop and extend new features for the Bank's internal pricing and risk management platform. Model development for Credit and Equity asset class, for CCR. Use of C++ and scripting languages like Haskell and Python, for model development. Close collaboration with the Cortex CCR and Credit and Equity teams. Interact closely with different stakeholders, including trading desk and risk management. Work in an organisation open to innovation and continuous improvement. What you bring: A degree in Applied Mathematics, Engineering, Computer Science or equivalent experience. Solid computer science knowledge. Solid mathematical background. Financial Markets knowledge. Experience in functional programming, preferably Haskell. What sets this company apart: Our client is an international bank that has been making a positive difference for their clients, communities, and employees for more than 170 years. They question the status quo, love a challenge, and enjoy finding new opportunities to grow. They value difference and advocate inclusion. They offer competitive salary and benefits to support your mental, physical, financial, and social wellbeing. They also provide flexible working options based around home and office locations.
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