Credit Risk Manager – Monte Carlo and PFE recruitment
An opening currently exists with one of Europes foremost Banking groups based in London working as a Credit Risk Manager. The position is focussed on the development and running of montecarlo simulations to assess potential future exposure (PFE) for the banks capital. You will become a technical expert on a complex risk management system specifically designed around Monte Carlo simulation and future exposure. You will assess the validity of various methodologies and critically assess the results of various simulations. You will document the test cases that are run and deliver reports to the Principal Read more […]