AVP/VP Counterparty Risk Quant recruitment
My client, a leading global bank with a significant presence in London, is looking for a Masters or PhD Qualified Quant with experience of developing IMM compliant counterparty risk measurement models.The key responsibilities in the role are to calculate Counterparty Exposure on derivative products across all markets/asset classes. You will also be required to develop/create models/spreadsheets for exposure calculation. The role will require you to discuss complex structured transactions with business (structurers/traders) and risk managers. Furthermore, you will be involved in risk mitigation Read more […]
April 5, 2012
• Tags: AVP, Risk Management careers in the UK, VP Counterparty Risk Quant recruitment • Posted in: Financial • Comments Off on AVP/VP Counterparty Risk Quant recruitment