Top British Investment Banks seeks CVA/PFE Quant – UK Office recruitment
These candidates must have sound knowledge of regulatory requirements (Basel ||/III). Methodologies AND model implementation knowledge is crucial. Due to the internal exposure of this role, the ideal candidate must have the ability to liaise with the Front Office and to turn qualitative and quantitative data into code.The RoleCounterparty Credit Risk, CVA/PFE modellingCreation of product pricing models to be used in the risk engineCreation of market factor simulation models to be used in the risk engineCreation of model validation tests to be applied to developed modelsPut models through the Read more […]
May 12, 2012
• Tags: PFE Quant, Risk Management careers in the UK, Top British Investment Banks seeks CVA, UK office recruitment • Posted in: Financial • Comments Off on Top British Investment Banks seeks CVA/PFE Quant – UK Office recruitment