Credit Risk Quantitative Analyst – Johannesburg recruitment
The team are responsible for credit exposure methods analysis, and on the definition and set up of risk measures for counterparty risk and country risk, across all asset classes.The candidate will play a senior role in a team, and responsibilities will include:Definition and implementation of Monte-Carlo calculations for measuring counterparty risk and country risk (extension of the Monte-Carlo calculation to the remaining transactions, securities financing, implementation of a Monte-Carlo calculation for country risk)Setting up quantitative models/tools to be IMM compliant and enable a better Read more […]
May 11, 2012
• Tags: Credit Risk Quantitative Analyst, Johannesburg recruitment, Risk Management careers in the South Africa • Posted in: Financial • Comments Off on Credit Risk Quantitative Analyst – Johannesburg recruitment
