Quant Analyst Job in New York, New York US
BackgroundRecent regulatory guidance on model documentation standards have identified gaps in current Counterparty Credit Risk methodology documentation. As part of enhancement work associated with Counterparty Credit Risk Management, methodology documentation is required to comply with the requirements outlined in Supervisory Guidance on Model Risk Management Scope:All Pricer, Scenario Generation Models utilized within Credit Studio as well as associated calibration methodologies Current State:Current methodology documentation effectively describes the methodology used and generally provides Read more […]
June 29, 2008
• Tags: New York Us, Quant Analyst Job in New York • Posted in: General • Comments Off on Quant Analyst Job in New York, New York US