Quantitative Counterparty Risk Engine Model Validation – (2 Years Contract) recruitment
– model validation- counterparty risk engine (CRE)- commodities derivativesMain Responsibilities:-1. Validate Pricing Methodologies o Implement independent methodology using internal/external system or self-build using VB Excel and Python 2. Run tests o Implement independent Potential Future Exposure system o Work with CRE PFE testers to identify and resolve bugs o Lead Python development of independent CRE engine CREePy 3. Validate Risk Factor Evolution o Compare CRE risk factor model with alternative methodologies o Implement independent risk factor evolution model o Develop Read more […]
August 6, 2012
• Tags: (2 Years Contract) recruitment, Quantitative Counterparty Risk Engine Model Validation, Risk Management careers in the Singapore • Posted in: Financial • Comments Off on Quantitative Counterparty Risk Engine Model Validation – (2 Years Contract) recruitment