Junior Quantitative Credit Risk Analyst, Investments Risk recruitment
This position will report to the Quantitative Credit Risk Team Leader and support the Investments Risk Team in the development of quantitative models to help manage and monitor the investment portfolio while providing support to Asset Management, Portfolio Management and other teams throughout the Investments organization.RESPONSIBILITIES• Ongoing evaluation of credit risk models and measurement systems for integration into fixed income investment strategies and capabilities• Support Asset Management and Risk Management counterparts in the application of Credit VaR and concentration analysis• Read more […]