(Senior) Counterparty Credit Risk Modeller (f/m) recruitment

We Offer The opportunity to work in a dynamic and innovative team within the ‘Credit Analytics’ department which is responsible for credit risk modelling at Credit Suisse A challenging role in counterparty credit risk modelling that includes:                     Empirical analysis of financial data                     Modelling the stochastic behaviour of various risk factors underlying derivative trades                     (e.g. FX, interest rates, equity, commodities)                     Programming Read more […]

May 15, 2012 • Tags: , , • Posted in: Financial • Comments Off on (Senior) Counterparty Credit Risk Modeller (f/m) recruitment