Counterparty Risk Analytics – VP recruitment
The Risk Analytics team provide quantitative analytical support to the product businesses and also runs IMM project which seeks delivery of robust Credit counterparty measurement framework. My client is looking for 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.Responsibilities include:Develop/create models/spreadsheets/prototypes for simulation and exposure calculationCalculate Counterparty’s Read more […]