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
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