Portfolio Analyst - Risk

Overall goal
To provide accurate and timely credit risk analysis for exposures on OTC derivatives and Securities Financing Transactions.

Main responsibilities and key tasks
To be responsible for conducting portfolio analysis under Basel 3 Counterparty Credit Risk framework.
To analyze treatment of OTC vanilla and exotic structures.

Training / experience

Knowledge of Counterparty Credit Risk tenets.
Familiarity with regulations.
Good coding skills.
Track record of achieving tasks independently.
Product knowledge of OTC derivatives.
Motivated, collaborative and willing to learn.Advantage Professional is a leading international recruitment consultancy.

Job Type : Contract/Temp

Location : City of London

Salary : 200 - 350 p/day

Date Advertised : 21 Sep 2012

Sorry, this position is no longer available.

Don't miss out again. Sign up for Jobs-by-Email and get the latest jobs direct to your inbox.