JiscMail Logo
Email discussion lists for the UK Education and Research communities

Help for FINANCE-AND-PHYSICS Archives


FINANCE-AND-PHYSICS Archives

FINANCE-AND-PHYSICS Archives


FINANCE-AND-PHYSICS@JISCMAIL.AC.UK


View:

Message:

[

First

|

Previous

|

Next

|

Last

]

By Topic:

[

First

|

Previous

|

Next

|

Last

]

By Author:

[

First

|

Previous

|

Next

|

Last

]

Font:

Proportional Font

LISTSERV Archives

LISTSERV Archives

FINANCE-AND-PHYSICS Home

FINANCE-AND-PHYSICS Home

FINANCE-AND-PHYSICS  June 2002

FINANCE-AND-PHYSICS June 2002

Options

Subscribe or Unsubscribe

Subscribe or Unsubscribe

Log In

Log In

Get Password

Get Password

Subject:

Vacancy at EBRD for Principal Risk Manager, Analytics & Modelling

From:

Sarah Ball <[log in to unmask]>

Reply-To:

[log in to unmask]

Date:

Thu, 20 Jun 2002 16:33:40 +0100

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (108 lines)

The European Bank for Reconstruction and Development has a vacancy in the
Treasury Risk Management Unit.  Further details and information regarding
the application procedure is below.

Title: Principal Risk Manager, Analytics & Modelling

Treasury Risk Management takes care of the independent measurement,
monitoring and mitigation of the market, credit and operational risks
incurred from the Bank's Treasury activities (Treasury is one of the Bank's
two profit centres, responsible for the Bank's funding in the international
capital markets, the investment of its liquid assets and its overall asset
and liability management).

Treasury Risk Management interacts regularly with various business units
within the Bank, including Treasury, Accounting, Reporting & Financial
Control, General Counsel, Operations and Information Technology. In
addition, the unit maintains relationships with market counterparties, other
international financial institutions, professional organisations and
regulatory bodies.

Treasury Risk Management is organised in three teams in charge of,
respectively, Market Risk, Credit Risk and Analytics & Modelling. The former
two have a blend of transaction analysis, monitoring, reporting and
development responsibilities, while Analytics & Modelling is primarily into
development work and in charge of supporting the other two teams.

Treasury Risk Management's mission notably includes the ongoing development
of enhanced risk measurement methodologies and the coding and maintenance of
some of the corresponding software applications. The products handled
encompass the whole range of interest rate, foreign exchange and credit
instruments available in the financial markets, with a strong bias towards
sophisticated instruments and over-the-counter derivatives, thereby
involving non-trivial work on pricing models. Data is downloaded from the
Bank's central repository of transaction and market data, for processing in
risk management applications mostly proprietarily developed.

Summary of position

The core activities of Analytics & Modelling, include in general:
*       Developing and regularly upgrading risk management methodologies,
analytical models and associated systems.
*       Supporting existing internally developed systems.
*       Contributing to the analysis of new products, trading or hedging
strategies, by formulating recommendations on pricing, risk measurement and
risk mitigation.
*       Contributing to the setting-up of an integrated risk management
framework assessing market, credit and operational risks in a consistent
fashion.

Current projects focus in particular on:
*       Maintaining the Bank's proprietary credit exposure Monte Carlo
simulation-based system called CredEx, together with providing user support
and expanding further the system, including financial interpretation,
mathematical modelling, pricing and computer coding of transactions.
*       Testing pricing models for exotic derivatives.
*       Participating in developing CRIS, the Bank's proprietary credit
control system for treasury transactions.
*
*       Additional responsibilities are:
*       Overseeing one programmer.
*       Recruiting and coaching interns.

Qualifications and previous experience required

*       Strong quantitative background, with in-depth knowledge of
stochastic processes, financial mathematics and analytical and numerical
methods, including Monte Carlo simulations. MSc or PhD, in the sciences.
*       Experience, preferably five years and above, in the field of capital
markets, e.g. in risk management, asset and liability management, structured
finance, trading, quantitative research, or similar, and exposure to a wide
range of financial instruments; notably, familiarity with derivative
instruments, pricing theories and models.
*       Demonstrated expertise in financial modelling and writing software
to implement analytical and numerical models. Substantial programming
experience in C, C++. Experience with Excel VBA, Matlab, Java, Pearl, HTML,
as well as commercial front-office systems like Summit, is desirable.
*       Ability to work on long term projects, deliver results in an agreed
time frame and fully document developments.
*       Self-motivated, adaptive and able to function in a small team, as
well as to lead projects independently.
*       Enthusiasm and desire to expand knowledge of risk management with a
capital markets and derivative products environment.


To apply, please send your CV in English, quoting reference PHYSICS*183 to
Sarah Ball, Human Resources Department, European Bank for Reconstruction and
Development, One Exchange Square, London EC2A 2JN.  Fax number 44 20 7338
6097. Email: [log in to unmask]

All applications will be acknowledged.  For further information about the
Bank's mission, please visit our website: www.ebrd.com


Sarah Ball
HR Manager, Client Management: Non-Banking HQ professional staff
Human Resources Department
EBRD
[log in to unmask]
Tel: 44 (020)  7338 6477/Fax: 44 (020) 7338 6097
www.ebrd.com



______________________________________________________________
This message may contain privileged information. If you have received this message by mistake, please keep it confidential and return it to the sender.
Although we have taken steps to minimise the risk of transmitting software viruses, the EBRD accepts no liability for any loss or damage caused by computer viruses and would advise you to carry out your own virus checks.
The contents of this e-mail do not necessarily represent the views of the EBRD.
______________________________________________________________

Top of Message | Previous Page | Permalink

JiscMail Tools


RSS Feeds and Sharing


Advanced Options


Archives

October 2017
September 2017
August 2017
April 2017
March 2017
February 2017
January 2017
October 2016
September 2016
July 2016
May 2016
April 2016
January 2016
September 2015
July 2015
June 2015
May 2015
April 2015
March 2015
February 2015
January 2015
October 2014
September 2014
June 2014
May 2014
April 2014
March 2014
February 2014
January 2014
November 2013
September 2013
August 2013
March 2013
February 2013
January 2013
November 2012
September 2012
July 2012
May 2012
February 2012
January 2012
October 2011
August 2011
June 2011
May 2011
April 2011
March 2011
February 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
May 2010
March 2010
February 2010
January 2010
December 2009
October 2009
September 2009
August 2009
July 2009
April 2009
December 2008
November 2008
July 2008
June 2008
May 2008
April 2008
February 2008
September 2007
August 2007
June 2007
May 2007
April 2007
February 2007
January 2007
December 2006
November 2006
October 2006
September 2006
August 2006
July 2006
June 2006
May 2006
April 2006
March 2006
February 2006
November 2005
October 2005
September 2005
August 2005
July 2005
June 2005
May 2005
April 2005
March 2005
February 2005
January 2005
December 2004
November 2004
October 2004
September 2004
August 2004
July 2004
June 2004
May 2004
April 2004
March 2004
February 2004
January 2004
December 2003
November 2003
October 2003
September 2003
August 2003
July 2003
June 2003
May 2003
April 2003
March 2003
February 2003
January 2003
December 2002
November 2002
October 2002
September 2002
August 2002
July 2002
June 2002
May 2002
April 2002
March 2002
February 2002
January 2002
December 2001
October 2001
September 2001
August 2001
July 2001
June 2001
May 2001
April 2001
March 2001
February 2001
January 2001
December 2000
November 2000
October 2000
September 2000
August 2000
July 2000
June 2000
May 2000
April 2000
March 2000
February 2000
January 2000
December 1999
November 1999
October 1999
September 1999
August 1999
July 1999
June 1999
May 1999
April 1999
March 1999
February 1999


WWW.JISCMAIL.AC.UK

Secured by F-Secure Anti-Virus CataList Email List Search Powered by the LISTSERV Email List Manager