Derivatives Exposure recruitment

ResponsibilitiesSupport the Basel II/III compliant implementation of derivatives exposure models. In particular, drive the incorporation of exotic transactions with high risk weight into the computations of credit risk and regulatory measures.• Manage the overall project and the multiple dependencies on other departments and teams. Expand further the close collaboration with teams as diverse as the front office quants, RiskEngine IT (front office developers), Matrix IT (credit risk engine developers), as well as with project managers and senior management. • Participate in discussion with Read more […]

April 5, 2012 • Tags: , • Posted in: Financial • Comments Off on Derivatives Exposure recruitment