The successful candidate will work closely with Marketing and Credit Risk Management to quantify potential credit exposure on new transactions and existing client portfolios covering all products and markets. They will assist in the development of credit exposure calculation processes; specification of credit exposure methodology for new and existing products.

The ideal candidate will have 3-5 years of experience in a quantitative credit measurement, quantitative risk management, product control or similar roles with experience in Energy and Commodities. The candidate must have an excellent knowledge of Energy and Commodity products as well as various derivative instruments, both vanilla and complex, and their characteristics (use, pricing, risk). Must be able to quickly grasp, apply and explain detailed technical concepts; produce high quality of work while under pressure.

Prefer candidates to have an advanced degree; knowledge of use of EPE for Basel II calculations; familiar with VBA/C++; experience writing/validating derivative pricing models is a plus.

For more information or immediate consideration, please reference Job# TR486 and submit resume in Word format to: ian@comprehensiverecruiting.com