Senior credit portfolio modelling/ pricing analyst recruitment
The Credit Portfolio Modelling Pricing is part of the Quantitative Risk Management department that reports to the CRO. This department develops all the models in terms of risk, both in terms of the exposure and the portfolio.The Credit Portfolio Modelling Pricing is mainly active in three areas: Credit portfolios modelling The team is responsible for the development of models and the development of internal tools to calculate the overall credit risk related to the assets of the bank. Credit pricingThe team is responsible for developing valuation models for illiquid bonds (‘mark-to-model’) Read more […]
August 7, 2012
• Tags: Pricing Analyst recruitment, Risk Management careers in the Belgium, Senior credit portfolio modelling • Posted in: Financial • Comments Off on Senior credit portfolio modelling/ pricing analyst recruitment