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| Job Location | London, South East England |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
CCR Modelling, Credit Risk, Cross-Asset Derivatives Pricing, C++ RESPONSIBILITIES: Develop & implement Counterparty Credit Risk (CCR) models Provide day-to-day support for all consumers of CCR data Improve risk and regulatory related analytics Lead thedevelopment of CCR exposure simulation methodologies and tools Develop tools to monitor CCR model performance & output for stakeholders Assist in developing credit risk reporting tools for reviews of trading book credit risk exposure ESSENTIAL SKILLS: Minimum5+ years experience developing/validating CCR models PhD or Masters educated in a quantitative field (Physics, Maths, Financial Engineering) Knowledge of financial market products, conventions & regs Good knowledge of numerical methods, stochastic calculus,& probability theory Excellent programming in C++ Project Management skills a definite advantage Able to communicate complex ideas in a clear manner