Senior Quantitative Analyst – Counterparty Credit / Commodity Derivatives recruitment
Senior Quantitative Analyst – Counterparty Credit / Commodity Derivatives Melbourne Location Two Senior Positions – Commodities and Interest Rates Credit Risk Engine – Model Development Methodology Salary up to $180,000 + Bonus + Super Large banking group with offices globally are focusing on developing a larger and more complex Counter-party credit and Credit Value Adjustments (CVA) engine and methodology to help fuel a wider range of trading activities in the Asia-Pac region. The quantitative risk, modelling and methodology team requires two very strong and experienced quantitative analysts Read more […]
Counterparty Credit/Market Risk- Director recruitment
Responsibility overseeing all credit risk related activities. Manage and develop the Credit risk team to ensure an effective, timely and value-added service to the business. Contribute to the group-wide credit and market risk methodologies to ensure that it meets accepted industry policies, controls and practices.-Approval authority and general oversight of new counterparty approval requests and ongoing credit limit based on financial statement analysis, internal rating, trading activity and VAR trading limit under the Group Risk Policy.-Monitor business line daily market risk activity including Read more […]