A tier 1 U.S. Investment bank are currently seeking an VP level market risk analyst to take up a position on their Front Office Exotic Credit Derivatives desk. The role will focus on credit products, with particular emphasis on exotics, across global capital markets. You will be working alongside the trading team and senior managers to set and implement risk strategy, as well as play a key role in all aspects of pre-trade risk management. This is a trading floor based role where you will get to work on the innovation of cutting edge exotic credit derivatives and hybrid products.



Suitable candidates for the VP front office market risk analyst on exotic credit derivatives position must be educated to MSc / BSc level, or equivalent, and possess strong credit product knowledge within a market risk context. The successful candidate must have strong understanding of VaR models, Stress Testing, Back Testing and the Greeks. Strong knowledge of VBA and Excel are essential. If you wish to be considered please send your CV to risk@selbyjennings.com

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