Job Description

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. 

As a Quantitative Research Analyst within Wholesale Credit Risk group, you will work in the newly formed Counterparty Credit Risk QR team that designs, manages & owns quantitative models and risk limit metrics such as Strategic Stressed Exposure (SSE), Potential Future Exposure. The team also owns back-testing procedures to control the risk associated with Central Clearing Counterparties (CCP). The mandate of CCR QR team is actively expanding with current scope including -