Manager, Trading Risk Models and Methodology recruitment

-Development and implementation of pricing models and risk models based on business requirements gathered from the trading desk and risk management counterparts-Research and development of market and trading credit risk methodologies, with more focus on trading credit (Interest Rates Derivatives, CVA, Counterparty Credit, etc.), while maintaining existing policies-Documentation of models and methodologies for the management and business partners; Ensure that all documents are appropriately and accurately updated on the databaseRequirements:-Masters or PhD in Mathematical Finance or in the relevant Read more […]

February 10, 2012 • Tags: , , • Posted in: Financial • Comments Off on Manager, Trading Risk Models and Methodology recruitment