Junior Credit Structurer (AAR 34152)

In order to qualify for this position, you must attain the following attributes:

Highly numerate degree, Experience working within a Risk or Valuations function with significant exposure to Structured Credit products (High Grade tranche CDO, ABS and CLO structures)

VBA is desirable, Experienced manager of processes and deadlines, Good time management and ability to retain focused on key objectives, Strong oral communication and report writing skills, Self-motivator, eager, hands-on, able to take responsibility decisions, Team player and confidence to deal with traders and senior risk managers on a regular basis.

The role incorporates both Middle Office functions and Risk generation / reporting around Credit Structuring. This area has a number of both High Grade and High Yield CDO structures and is recently expanding to warehousing and issuing ABS linked CDO structures.

Your daily responsibilities will include generation and reporting of VaR, Greeks and the Stresses, along with validation of new trades and their underlying models used. You will also get involved in the continual development of the in house risk and valuation systems amongst others.

Morgan McKinley