***Newly Developing Counterparty Analytics Team*** recruitment

As a subject matter expert lead within Counterparty Credit Risk, you will be driving the capital projects, demonstrating a solid understanding of the business at portfolio level.With a proven understanding of Basel/US Final either/or UK BIPRU rules, you will work closely with the credit and capital teams to drive, document and implement business requirements relating to the regulatory rules. Ideally you will have knowlegde of internal model method (IMM) that uses the concept of expected positive exposure (EPE). The role is analytical in nature requiring ad hoc analysis on a portfolio level to Read more […]

June 11, 2009 • Tags: , • Posted in: Financial • Comments Off on ***Newly Developing Counterparty Analytics Team*** recruitment