Risk

The role of Elgin White is to provide candidates with an appropriate and suitable selection of ideas to explore. The relationship between our consultants and the candidates they work with is driven by the value of long term relationships rather than taking a “transaction” based approach. The primary aim is to understand the needs, motivations and aspirations of both candidates and clients. Honesty, trust, professionalism and integrity are the core values upon which Elgin White has built its business


Coverage:

Elgin White provides recruitment services across market and credit risk with a focus on technical and quantitative areas relating to derivatives businesses. This includes derivative model validation, quantitative risk methodology, counterparty exposure, credit value adjustment and market risk management.


Deal History:

Quantitative Analyst – Interest Rate Derivatives Model Validation –Tier One US Investment Bank
Director Collateral Management – US Investment Bank
Counterparty Exposure Quantitative Analyst – Leading European Investment Bank
Credit Derivatives Model Risk Analyst – Tier One Global Investment bank
Global Head Market Risk – Middle East Investment Bank