Vice President - Trade Analysis - Front Office - BFS

We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.

The Trade analysis team is responsible for performing pre-trade exposure calculations for live trades. This includes portfolio impacts (PE & EPE), initial margin recommendations, and in-depth analysis of structured deals. The exposures are used to determine credit charges and to understand the impact of new trades on regulatory capital as well as for monitoring exposure against counterparties by CRM.

The Trade analysis team is also responsible for determining and publishing Loan-to-Values (LTV) for collateral backed lending business. Work with Traders and CRM in addressing and enhancing the standard LTV methodologies

- Calculating credit risk for live trade across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives)

- Calculate LTVs of Hedge Funds, Investment Funds, Structured Products, Money Market Instruments, Equity and Fixed Income to support the Lombard Lending business

- Checking for any discrepancy between pre and post trade analysis,

- Communicating with CRM and FO to explain credit risk issues and the need for potential ad-hoc enhancements

- Ensuring that pre trade exposure calculation tools are enhanced to be in line with latest changes in methodology.

This is a team lead role, where the candidate would be responsible for oversight of the team's deliverables as well as training and career development of the team

Interested candidates must have 8+years of experience (in a quantitative role) and be able to demonstrate the following qualifications and competencies:

- Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience

- Bachelors- or Master's degree in quantitative or relevant discipline preferred

- Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage

- Ability to work well under stress and tight timelines with a minimum amount of supervision

- Strong verbal and written communication skills with the ability to express complex financial instruments in simple terms

- Highly Detail Oriented: as the role requires hand-on approach along with management oversight

- Several years of team management experience