AVP Counterparty Risk Trading Product Control recruitment

The Counterparty Risk Trading Product Control Group supports the business in London, New York, and Asia. It hedges the counterparty credit risk arising from derivatives contracts across the bank. A model-driven reserve for defaults is calculated and held on the balance sheet. The traders seek to hedge out movements in the reserve by trading in a range of products including CDS, IRS, FX options, Commodities and more.The role is a permanent hire at the AVP level and involves producing daily PLs and Balance Sheet for the business whilst maintaining a high standard of control. Key interactions:Key Read more […]

May 16, 2012 • Tags: , • Posted in: Financial • Comments Off on AVP Counterparty Risk Trading Product Control recruitment