Quantitative Counterparty Risk Specialist – Cross Asset recruitment

The role involves interacting to a high degree with front office business areas as well as other areas in Risk. You will be reporting directly to the Head Quant based also in London.The team covers all products and works with both structured and flow transactions.The role involves:–Responding to questions on reported exposure and assisting with portfolio exposure analysis.-Creating new exposure models for the credit system.-Working closely with the Risk and CVA teams.-Support structured and non-standard transactions.-Explaining the effects of complex models in plain English to business users, Read more […]

March 7, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Counterparty Risk Specialist – Cross Asset recruitment