Manager / Senior Manager – RWA & Capital Management recruitment
The Role- Reviewing and validate counterparty risk exposure methodologies and associated fair value adjustments (CVA / DVA / FVA / RWA)- Management and report on CVA/DVA and RWA calculation (Basel II and Basel III) and/or corresponding Pillar II and Pillar III reporting in respect to Counterparty Credit Risk- Providing advice on business improvement initiatives in the areas of revenue, risk, capital, balance sheet, RWA, economic capital and costs. This can be at business, desk, trader or book levels.- Performing model validation for credit risk models across different asset classes- Reviewing Read more […]
May 20, 2012
• Tags: Manager, Risk Management careers in the UK, RWA & Capital Management recruitment, Senior Manager • Posted in: Financial • Comments Off on Manager / Senior Manager – RWA & Capital Management recruitment