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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
Principal Accountabilities Serve as a key specialist for Counterparty Risk modelling including calibration of credit simulation models and pre-trade analysis of credit risk of derivative transactions; Provide quantitative support for risk calculationsin the Credit Risk system including analysis and testing of pricing and risk simulation models; Perform product and market data analysis in Front Office and Risk systems to ensure the correctness of risk representation; Validate models for derivative pricingand credit risk simulations and, in some cases, independent replicate the results; Document model calibration, model validation and testing results; Further develop in-house quant risk tools implemented in C# Key Competencies & Qualifications Higher quantitativedegree, preferably in Physics, Maths, Quant Finance, or Engineering. A proven track record in one or more of the following areas in an investment banking environment: Counterparty Risk analysis of derivatives transactions Model validation or model developmentMarket Risk of derivatives transactions Strong knowledge of pricing and risk models including Monte-Carlo techniques; Wide product knowledge across asset classes; Familiarity with counterparty risk measures: PFE, EPE, CVA; Solid quantitative skills and abilityto carefully analyse numerical data at a detailed level; Programming ability, preferably in C# - good to have; Knowledge of Calypso and Adaptiv Credit Risk systems - useful, but not essential Outgoing and engaging.