Counterparty Credit Risk – Cross Asset (VP 75-100k) recruitment
Interacting across multiple business areas including Risk and CVA you will be developing models across Credit, Rates, Equities FX and Commodities in both structured and flow transactions. The team consists of 24 people globally reporting into the Global Head who is based in London. The role will involve: –Responding to questions on reported exposure and assisting with portfolio exposure analysis.-Creating new exposure models for the counterparty credit system.-Working closely with the Risk and CVA teams.-Explaining the effects of complex counterparty risk models in plain English to business users, Read more […]