VP-Financial Risk Measurement recruitment

The team is responsible for developing and maintaining the methodology and models to quantify counterparty credit risk arising from OTC derivative and securities financing transactions for the bank. They  look at related matters, such as determining standard haircut for structured collateral, and work on stress testing and back-testing. Key attributes of the role:- •     Has strong product knowledge and quantitative background in relation to pricing and       valuation of derivative products•     Is result-oriented and can manage timelines for multiple tasks•     Is Read more […]

September 10, 2011 • Tags: , • Posted in: Financial • Comments Off on VP-Financial Risk Measurement recruitment