Counterparty Exposure Risk Modelling recruitment
Counterparty Exposure Risk Modeling£100,000 + bonus + benefitsCity of London Company:A top-tier company is seeking an experienced counterparty risk modeler. This is an opportunity for an extremely quantitative individual to join a respected team that oversees the policy, models, methodology, regulatory reporting and systems for counterparty risk The role: – Calculating counterparty exposure (PFE, EPE, CVA) across asset classes – Developing models necessary to define exposure calculation for trades – Interaction with internal departments and the review of CVA models. – Ensuring existing models Read more […]
June 10, 2012
• Tags: Counterparty Exposure Risk Modelling recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Counterparty Exposure Risk Modelling recruitment