Vacancy Description:
KMV Quantitative Risk Analyst: Credit Portfolios
I am currently working with a Quantitative Credit Portfolio Modelling team who have built a first class reputation in understanding both current and potential developments in the field of Fixed Income Portfolio/Credit solutions in the market and seeking to expand the focus of their team with a Quantitative Credit Risk Quant for the Group.
Suitable applicants will have a solid track record of success in looking at advanced valuation measures that underpin Corporate Portfolios, Credit Derivative products or Fixed Income Bonds both for initial model design through to on-going calibration/stress-testing for ever-evolving portfolios. Tools such as KMV (Risk Frontier or Portfolio Manager) should be second nature to you as well as more complex use of C++ in numerical environments.
Your career should cover working for one of the major European/global Banking Giants at Capital Markets and/or Corporate level with and your entire career should demonstrate a consistent application of advanced mathematics to MSc/PhD level and beyond.
This is an excellent opportunity to join a team that are interested in innovating the measures used in the market. Sound like you? CVs in confidence to discuss this or similar Quantitative roles in the market.
Location: London
Salary: £55,000 - £85,000 basic
Key words: Quantitative Risk, KMV, Credit Derivatives, Bonds, Fixed Income, Credit Risk