Quant Business Analyst - Credit Risk - London

QUANT BUSINESS ANALYST - CREDIT RISK - LONDON

My client a Tier One Investment bank based in London, is looking for a Quantitative Business Analyst with extensive Risk Analysis experience to join a cross departmental Credit Risk project. The client is in the midst of a re-engineering process around the business' Global Risk programme in line with a number of Regulatiory drivers. Given the nature of this role it is entirely essential that candidates come from a business background and have extensive experience facing off to quants and risk modellers; with an in-depth understanding of CVA, EPE and PFE calculations.

The client is in the midst of a large period of growth within this area and the successful candidate will become a key part of departmental change. It is essential that candidates come from a Solid Investment Banking background.

SKILLS:

- Quant Business Analyst
- Solid Investment Banking background is essential
- Strong Credit Risk knowledge
- Experience working with Risk modeller
- Experience working with Quants
- Knowledge of CVA, EPE, PFE
- Stakeholder management is essential for these roles; its is key that candidates have proven ability to manage stakeholder relationships
- Solid understanding of business analyst processes
- SQL experience
- Front to Back experience
- Strong MS Office skills
- Fluent written and spoken in English
- Excellent communication/presentation (oral and written) and report writing skills

Ikas International Ltd is acting as an Employment Business in relation to this vacancy.