This is an excellent opportunity to join a global institution in a role that offers exposure to a variety of diverse product areas (FX, Interest rates, credit derivatives, equities, and commodities ). The day to day responsibilities of the role will include:

The development of Monte Carlo based counterparty risk system.
Quantifying credit exposures for structured or complex transactions.
Stochastic risk factor modeling and pricing of complex derivatives structures.
Reviewing new product risking methodologies (examples include credit derivatives and baskets; inflation linked swaps).

Ideal candidates for the position will possess the following:

Strong background in financial mathematics (derivatives models, probability theory, stochastic calculus).
Good understanding of financial markets and traded derivative products.
Familiarity with mathematical packages and programming skills (VBA/C++).
Excellent written and interpersonal communication skills. In particular, the ability to explain technical topics to a non-technical audience.
Organised and self-motivated person with ability to work in a team and develop models in timely fashion

If you have the requisite skills and background for this role and would like to be considered then please send through a copy of your CV and I will be in touch shortly.