__ Counterparty Exposure Modelling – X Asset, Front Office __ recruitment
You will be responsible for developing and reviewing new and existing counterparty exposure models, analysing and approving derivative pricing methodologies whilst providing explanations to the trading desk regarding a number of key risk issues. Successful candidates need to match the following criteria: – Solid academic record in a numerate/ mathematical subject (PhD preferable not essential) – Relevant experience in credit exposure calculation and – Experience of analysing and developing credit, counterparty or risk models – Exposure to a range of derivative products (preferably exotic) – Ability Read more […]
Counterparty Exposure – X Asset, Front Office recruitment
Supervising junior members of a small team, you will be responsible for calculating counterparty exposure figures, analysing and approving trades whilst providing explanations to the trading desk regarding a number of key risk issues. Due to internal restructuring, you will be responsible for supervising a small team but do not necessarily have formal managerial duties.Successful candidates need to match the following criteria:- Solid academic record in a numerate/ mathematical subject – Relevant experience in credit exposure calculation and/ or reporting- Exposure to a range of derivative products Read more […]