COUNTERPARTY CREDIT RISK QUANTITATIVE jobs in CITY OF YORK, United Kingdom

processes of risk management & the businesses, using in house models and tools to calculate counterparty credit exposure (e.g... progress in the timely fashion. Provide advisory role for risk management, business and Basel capital on credit exposure...

. The Counterparty Credit Risk and Margin Quantitative Research team (CCR & Margin QR) is looking for a highly motivated... individual to join our New York team to develop state-of-the-art analytics and risk management tools for counterparty credit risk...

financial services sector, focusing on the identification, measurement, and management of Market Risk and Counterparty Credit... such as Fundamental Review of the Trading Book (FRTB), Standardized Approach for Counterparty Credit Risk (SA-CCR), Regulatory CVA, Risk...

is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate with strong quantitative background... counterparty credit risk analytics with core focus on understanding PFE modeling and analyzing various modeling approaches. The...

- Credit Risk Management: As a member of the Financial Risk Oversight Function, you will report to the Financial Risk... Director and execute the following activities: Conduct independent review of credit risk assessments performed by the first...

firm Represent credit views in risk committees Support the build out of the local entity including counterparty migration... framework? We are looking for a highly motivated individual who is able to deliver credit risk analysis, on the basis...

of financial modeling concepts and measurements, including credit default, counterparty credit risk, econometrics and stress...' experience in model development, independent model validation or model risk audit, preferably in credit risk Knowledge...

for e-trading. CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA... best for you. Wholesale Credit The Wholesale Credit Quantitative Research team is responsible for developing and implementing forecasting...

models and enhancing counterparty credit risk measurements. Scenario analysis: Build models to project the impact of various... Sachs Private Bank, risk management, portfolio management and marketing, and fraud strategy. You will combine quantitative...

client portfolios to ensure that risks are controlled, with a focus on credit risk exposures arising from market sensitive.... Conduct trend analysis on various measures from a general level to support the supervision of the overall counterparty risk...

, and counterparty risks. Core Skills: There is no unique background defining a successful Risk Manager. However, a quantitative mind... to managing BAU risk positions and performing quantitative and qualitative analysis. Key components include: - Identifying...

also needs to contribute to managing BAU risk positions and performing quantitative and qualitative analysis. Key components... as necessary, including operational, credit, and counterparty risks. Core Skills: There is no unique background defining...

, and counterparty risks. Core Skills: There is no unique background defining a successful Risk Manager. However, a quantitative mind... to managing BAU risk positions and performing quantitative and qualitative analysis. Key components include: - Identifying...

spectrum of risks, liaising with other risk functions as necessary, including operational, credit, and counterparty risks..., etc.). Product knowledge and quantitative skills are necessary. Responsibilities: Identifies and monitors market risk exposure...

Masters Degree in a quantitative field preferred Deep understanding of Value-at-Risk and counterparty exposure models...Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics...

on market, counterparty credit, and liquidity risk while also taken into account other risks the product or its investors may... industry, with experience in market, counterparty credit, liquidity, risk functions preferably within a buy-side firm Proven...

hedging, FX and liquidity risks and counterparty exposures across the business, and assisting in the investment risk due... continuity. Assisting in the design, implementation and application of quantitative analytics to perform risk oversight roles...