Counterparty Credit Risk Quant recruitment
Our client seeks a risk quant to model, quantify and explain derivatives’ counterparty exposure to help the decision-making processes of risk management business. The role will also involve developing analytical models / tools needed for derivatives’ exposure calculation and counterparty credit risk system related projects. In addition, risk quant will be involved in stress testing, back testing and wrong way risk calculation. Key Roles Responsibilities: Develop risk factor simulation models Calculate Counterparty Exposure on derivative products across all markets/asset classes Discuss complex Read more […]
May 17, 2012
• Tags: Counterparty Credit Risk Quant recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Counterparty Credit Risk Quant recruitment