Counterparty Credit Risk Model Review recruitment
You will be focused on providing expertise on counterparty credit risk related to derivative and securities financing transactions activities. Responsibilities Review of counterparty risk modelling, measurement and management and assessing against international Basel 2 standards for capital requirements. Central counterparties risk management practices are also assessed against relevant standards.Analysing industry data and following industry trends to inform and deepen the client’s understanding and assessment of counterparty risk and counterparty risk management, and contribute to the development Read more […]