Counterparty Risk Quant, VP recruitment
Tier one investment banks seeks VP level Quant Analyst as part of its Counterparty Risk Analytics team. Main Responsibilities: * Review and validation of Monte Carlo simulation-based Counterparty Risk Measurement models involving the review of pricing functions, credit exposure measures (EPE, PFE) and back-testing of stochastic processes across all asset classes * Development of independent pricing and stochastic models for comparison with those under review * Back-testing of models to evaluate and compare their performance with historical simulations* Working closely with Credit Analytics to extend Read more […]
February 1, 2012
• Tags: Counterparty Risk Quant, Risk Management careers in the UK, VP recruitment • Posted in: Financial • Comments Off on Counterparty Risk Quant, VP recruitment