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Counterparty Quantitative Analyst

  • Location: London
  • Salary: £100000
  • Job type: Permanent
  • Job reference: 169759
  • Sector: Banking, Market Risk, Credit Risk
Job Description

Developing and supporting on a range of CCR/PFE and CCP models,
Assessment of derivative products, Risk factor modelling ,collateral treatment, margining and aggregation.

Deep Dive assessments of CCPs including their capital requirement and  risk frameworks 

Working with the Centre of Excellence (CoE) Stress Testing  to enhance the  Infrastructure and analytic processes

Working on a range of Analytics requirements, for methodologies and models.


  • Knowledge of  Fixed Income  products, interest rate swaps, FX swaps, basis swaps and other credit products.
  • Understand of Risk methodologies, product valuation and stress testing,  across asset classes
  • Strong Programming skills in Python
  • Masters or PhD 
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