Top Global Bank Seeks Senior Front Office Traded Credit Risk Business Analyst, London recruitment
This is group is currently running an EPE (Expected potential exposure) improvement program which will , Extend its current IMM (Internal Model Method) waiver status to include Interest Rate Options, Credit Derivatives and Inflation products; Implement a multi-step Monte Carlo risk factor evolution model; Integrate collateral valuation in EPE; Deliver EPE specific CRD4 requirements (Stressed EPE, Specific WWR, Margin Period of Risk) The role is for an experienced business analyst to work on the Pricing, Stress Testing Real Time Risking workstream. The candidate will report directly to the workstream Read more […]
October 14, 2010
• Tags: Information Technology careers in the UK, London recruitment, Top Global Bank Seeks Senior Front Office Traded Credit Risk Business Analyst • Posted in: Financial • Comments Off on Top Global Bank Seeks Senior Front Office Traded Credit Risk Business Analyst, London recruitment