Counterparty Credit Risk Management (CVA/VaR) – Brussels – Leading French Investment Bank – Belgium — Brussels recruitment
Counterparty Credit Risk Management (CVA/VaR) – Brussels – Leading French Investment Bank My client is a Leading French Investment Bank who is looking to add an experienced Counterparty Credit Risk Manager to their team in Brussels.The candidate will have experience in Counterparty Credit Risk Management and Modelling and will have experience in:CCR back-testingCCR model calibrationStressed effective EPERegulatory CVA Stressed VaR stress periodVaR for CRD perimeterGeneric curvesCapture of rating migration in specific riskCVA VaR and stressed VaRRisky collateral modellingIncreased margin period Read more […]
March 16, 2012
• Tags: Belgium -- Brussels recruitment, Brussels, Counterparty Credit Risk Management (CVA, Leading French Investment Bank, Risk Management careers in the Belgium, VÄR • Posted in: Financial • Comments Off on Counterparty Credit Risk Management (CVA/VaR) – Brussels – Leading French Investment Bank – Belgium — Brussels recruitment