Counterparty Risk Analytics recruitment
Key Responsibilities:- Develop/create models/spreadsheets/prototype for simulation and exposure calculation- Calculate Counterparty Exposure on derivative products across all markets/asset classes- Discuss complex structured transactions with business (structurers/traders) and risk managers- Advise on credit risk mitigation and explain counterparty risks to sales, trading credit risk management- Participate in further development of Counterparty Analytics tools infrastructure- Work on ancillary / adhoc projects to further global systematic calculation of derivatives’ counterparty risk risk Read more […]