Quantitative Risk Analyst – Market and Credit Risk Methodology recruitment
Quantitative Risk Analyst – Market and Credit Risk MethodologyA leading international investment bank is seeking a Quantitative Risk Analyst to join their Market and Credit Risk Methodology team in London. The team will be responsible for developing new risk models and provide quantitative support to the risk function.Responsibilities:• Leading and conducting research on emerging techniques for modelling market risk and counterparty credit risk• Prototyping and proposing new risk models, including VaR, CVA, PFE models• Ensuring models are subject to adequate review and ongoing validation• Read more […]
October 10, 2008
• Tags: Market and Credit Risk Methodology recruitment, Quantitative Risk Analyst, Risk Management careers in the UK • Posted in: Financial • Comments Off on Quantitative Risk Analyst – Market and Credit Risk Methodology recruitment