Snr Interest Rate Quant Analyst recruitment
Global Investment Bank, Singapore Risk Management/Model ValidationKEY RESPONSIBILITIES: Validate pricing, market risk management, credit risk and ALM systems in the BankSet model reserves and ensure that systems settings are in line with market conventionCounterparty credit risk exposure computationValidate models used by the bank for pricing and risk managementDevelop alternative reserve models for valuation purposesProvide CRE computations to the front officeKEY SKILLS EXPERIENCE:3-5yrs developing or validating derivative pricing models (ideally Interest Rate products)Market risk management Read more […]
July 11, 2012
• Tags: Risk Management careers in the Singapore, Snr Interest Rate Quant Analyst recruitment • Posted in: Financial • Comments Off on Snr Interest Rate Quant Analyst recruitment