Credit Exposure Model Validation Director recruitment
Dynamic Global Investment BankFront Office Credit Exposures, Methods CVARESONSIBILITIES:Credit exposure model development CVAValidation of Front Office CVA FVA modelFair value of corporate loan bookSupport to clients (e.g. Front Office, Credit risk) including bespoke PFE calculations for complex transactionsDevelopment in-house model library (Monte-Carlo simulation and pricing models) in conjunction with Model validationDevelop strong relationships with the businessesTeam leadershipSKILLS EXPERIENCE:Quantitative or Finance MSc, PhD, (CFA, FRM or MBA an advantage)Knowledge of a wide range of Read more […]