Credit Risk Modeler recruitment
The successful candidate will be the firms main risk resource for corporate credit risk modeling, covering high yield and investment grade instruments; credit default swaps; correlated defaults in structures; losses given default; and correlated recoveries. He or she will be responsible for creating or vetting valuation models instruments with corporate credit risk (including spread and default risk) for high yield, bank loan, hybrid, and investment grade corporate credit instruments at all levels of the capital structure. In addition, the successful candidate will be expected to understand Read more […]
Credit Risk Modeler recruitment
With a special focus on the Lombard business, you will be responsible for: Developing new methods and models to analyse credit and market risk on portfolio level and obligorImplementing and maintaining these methods and models into existing/new risk systemsUse numerical simulations based on different derivative pricing formulas and other statistical and stochastic models in modelling the risk of different asset classes and products within market and credit risk.Your profile Master degree in mathematics, physics or mathematical financeBackground in programming (R, Matlab, C++, SAS, Read more […]