Market Risk Modeller Quant for International Bank recruitment

My client is an international bank located in Brussels. They are looking to a Market Risk Quant Modeller to add to their large established Risk quant team. – Market Exposure Modelling, part of Enterprise Risk Modelling, calculates the market risk that the bank runs on its derivatives transactions. – The software package that they are developing in this area reads the description of the portfolio of trades with a certain counterparty and calculates the exposure on that. – The risk estimation is done by simulating the future market scenarios and evaluating the derivatives transactions in the counterparty Read more […]

February 22, 2011 • Tags: , • Posted in: Financial • Comments Off on Market Risk Modeller Quant for International Bank recruitment