AVP Credit Quant recruitment
THE COMPANY: Our client is a well known international wholesale bank with a diverse product offering. They are currently looking for a Quant to join their established team. THE RESPONSIBILITIES:Develop/create models/spreadsheets/prototype for simulation and exposure calculationCalculate Counterparty Exposure on derivative products across all markets/asset classesDiscuss complex structured transactions with business (structurers/traders) and risk managersAdvise on credit risk mitigation and explain counterparty risks to sales, trading credit risk managementParticipate in further development of Read more […]