Exotic Rates Derivatives P&L and Risk Consultants recruitment
The consultants’ responsibilities would include the following:Stress testingDaily risk production / explanationMarket risk analysis, new deal valuation and verificationModel calibration, parameter control etc.Daily PL production / explanationControl reconciliationsLifecycle managementTeam ManagementClient valuationsIndependent price verificationMost desirable profiles would include the following:5+ years Exotic Derivatives PL and Risk controlling experience in some or all of the areas listed above with top-tier investment banksIn-depth knowledge of Exotic Rates derivatives products, incl. CMS Read more […]