CVA Quant – Risk Methodology recruitment
The Department Risk Methodology are responsible for the development and specification of quantitative methodologies used to measure market risk, including Value at Risk (VaR) and Credit Value Adjustment (CVA).The RoleYour responsibilities will include:Understand the products traded and trading strategies used.Identify all sources of market risk in the context of CVA.Develop and specify the VaR model in the context of CVA.Understand and monitor the VaR model’s performance.Collaborate closely with the Model Validation group to ensure that the risk sensitivities used for risk calculations are appropriate.Collaborate Read more […]
February 10, 2012
• Tags: CVA Quant, Quantitative Analytics careers in the UK, Risk Methodology recruitment • Posted in: Financial • Comments Off on CVA Quant – Risk Methodology recruitment