Counterparty Credit Risk CCR – Quantitative Analyst recruitment
Counterparty Credit Risk CCR – Quantitative Analyst required at Top Investment Bank based in LondonYou will be responsible for providing advice on best practice in Credit Portfolio Management modelling Counterparty Credit Risk and Credit Value Adjustment.You will join an unprecented World Class Team, building and implementing Counterparty Credit Risk with particular focus on internal model method IMM, including risk factor simulation, product valuation and risk weighted asset calculation RWA.Strong knowledge and practical understanding of the Credit Valuation Adjustment CVA, from a regulatory Read more […]
May 29, 2009
• Tags: Counterparty Credit Risk CCR, Quantitative Analyst recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Counterparty Credit Risk CCR – Quantitative Analyst recruitment