CVA Quantitative Risk Management recruitment

Role Objective:Working closely with internal and external clients to support the review and development of financial models, specifically focussing on quantitative aspects of Counterparty Credit Risk management and CVA modelling, back-testing and validation.  Role responsibilities: As a senior member of a team responsible for the design, development and implementation of risk modelling solutions, the job holder will be expected to:Act as an SME across a variety of Counterparty Credit Risk Management engagements, in Front Office and Middle Office environments covering e.g. Exposure modelling, CVA Read more […]

January 6, 2012 • Tags: , • Posted in: Financial • Comments Off on CVA Quantitative Risk Management recruitment