Counterparty Credit Risk Analytics VP recruitment
Role Details:Daily responsibilities will include responding to questions on reported exposure and assisting with portfolio exposure analysis. Development responsibilities involve creating new exposure models for the credit system, prototypes to evaluate future models, and related tools such as a RAROC calculator. We also partner closely with the Risk Capital and CVA groups, teams that use the Credit results.The candidate will serve as the Product Lead for Credit Product within counterparty credit risk analytics. In this role, the person will be the central point of contact for Credit Derivative Read more […]