__ Counterparty Exposure Modelling – X Asset, Front Office __ recruitment

You will be responsible for developing and reviewing new and existing counterparty exposure models, analysing and approving derivative pricing methodologies whilst providing explanations to the trading desk regarding a number of key risk issues. Successful candidates need to match the following criteria: – Solid academic record in a numerate/ mathematical subject (PhD preferable not essential) – Relevant experience in credit exposure calculation and – Experience of analysing and developing credit, counterparty or risk models – Exposure to a range of derivative products (preferably exotic) – Ability Read more […]

May 19, 2012 • Tags: , , , • Posted in: Financial • Comments Off on __ Counterparty Exposure Modelling – X Asset, Front Office __ recruitment