Quantitative Risk Analyst | Singapore recruitment
The team’s responsibility includes regular review of exisiting methodologies models together with their parameterisation, developing and implementing new models in relevant systems, maintaining robust data and control processes, and ensuring governance of the overall framework. Skills ExperiencesStrong knowledge of derivative products and market standardsSolid experiences in modeling and implementation. Experiences in modeling counterparty risk are ideal Good understanding of the mechanism of ISDA/CSA and typical credit risk onboarding / monitoring process at a bankHas a broad interest Read more […]