• GBP80000 - GBP130000 per annum + Benefit and Bonus
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • McGregor Boyall
  • 2018-07-11

BA-CVA&FVA-Credit Risk- OTC Derivatives - PERM

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BA-CVA&FVA-Credit Risk- OTC Derivatives - PERM

Location: City of London

  • Experience of working on a system that delivers derivative risk and PnL to trading desks
  • Strong knowledge of at least one class of OTC derivatives (Interest Rates, Equities, Credit, FX)
  • The technical skills and attention to detail required to understand the organisation's data and to explain how IT solutions and processes will look to the end user.
  • Knowledge of SQL and experience analyzing data.
  • An understanding of SDLC, preferably using an agile delivery model
  • understanding of xVA measures, how they are used, how they are calculated and what they are sensitive to.
  • Ideally a working knowledge of credit risk methodology and Basel3 regulations

Please email to yyuan@mcgregor-boyall.com or call 0207 422 9374 to find out more.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

Londres, Angleterre, Royaume-Uni Londres Angleterre GB