Director, CCR Quantitative Analyst
Tasks
- Bridge front office and back office requirements
- Build counterparty credit risk simulation models
- Communicate model and risk insights
- Deliver high performance quantitative models
- Develop pricing models for counterparty credit risk
- Develop risk models
- Ensure regulatory compliance
- Implement internal controls
- Lead model governance and oversight
- Manage model risk
- Support operational risk monitoring
- Validate counterparty credit risk models
Perks/Benefits
- Annual leave
- Digital wellbeing platform
- Employee assistance program
- Flexible working
- Learning and development opportunities
- Life insurance
- Medical insurance
- Parental leave
- Resilience training
- Retirement savings plan
- Sabbatical
- Volunteering leave
Skills/Tech-stack
C++ | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Economic Capital | Haskell | Model Validation | Numerical Methods | Operational Risk | Operational Risk Monitoring | Probability theory | Python | Quantitative Finance | Regulatory Compliance | Risk Modeling | Risk monitoring | Stochastic Calculus
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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