Counterparty Risk Engine Quants (2 hires) recruitment
Global Investment Bank, SingaporeKEY RESPONSIBILITIES:Validate pricing methodologies: Implement independent methodologies; Identify products that fail tolerance; Liaise with vendors to identify bugs and resolvePFE tests: Implement an independent PFE system; Liaise with PFE testers to identify resolve bugs; Lead Python development of independent CRE engineValidate risk factor evolution; CRE factor model with alternative models; Implement independent risk factor evolution model; Develop and run statistical tests for risk factor evolution validationCalibration validation: Maintain parameter calibration Read more […]
August 21, 2012
• Tags: Counterparty Risk Engine Quants (2 hires) recruitment, Risk Management careers in the Singapore • Posted in: Financial • Comments Off on Counterparty Risk Engine Quants (2 hires) recruitment