COUNTERPARTY CREDIT RISK QUANTITATIVE jobs in GREATER LONDON, United Kingdom

your skills in programming, software design and problem solving to Citi’s Counterparty Credit Risk Quantitative Development team... analytical models for derivatives counterparty credit risk and exposure computations firm-wide and aligning Front Office Risk...

world. We are seeking candidates for Risk Architecture Counterparty Credit Risk Strats - Risk Engineering in London... on developing techniques for the quantitative assessment of the performance of market and credit risk models. The group...

world. We are seeking candidates for Risk Architecture Counterparty Credit Risk Strats - Risk Engineering in London... on developing techniques for the quantitative assessment of the performance of market and credit risk models. The group...

. RESPONSIBILITIES Evaluate derivatives and financing transactions across Counterparty Credit Risk, reviewing and approving risk taking...'s by performing fundamental credit analysis. Often relying on quantitative and qualitative factors drawn from fund's risk reports...

will focus on efforts to expand our capabilities to manage counterparty credit risk in ordinary day to day as well as stressed.... Responsibilities & Qualifications * Manage counterparty and product risk, including credit and settlement risk monitoring, limit...

strong and resilient. The Counterparty Risk team is a joint venture between Counterparty Credit Risk (CCR) and Market Risk, and the group... calculation purposes and associated internal risk and capital management use cases. As a Counterparty Risk - Vice President...

Job Description: RISK The Risk Division is a team of specialists charged with managing the firm's credit, market... to detail. CREDIT RISK - PRIVATE WEALTH MANAGEMENT Credit Risk works closely with the CRO / senior management to manage...

based on counterparty and trade details. Hold risk conversation with respective sales and trading teams Assess the credit... coordination with executive management, business units, control departments and technology is critical for success. CREDIT RISK...

Analytics (GRA). It is responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models... Finance Analyst – Quantitative Developer, your primary focus will be developing, maintaining and testing quantitative risk...

experience in: Front office valuation/pricing models, Counterparty Credit Risk, XVA, Market risk, Model Validation, Initial... consultancy business the Partner is responsible for the development of Acadia’s UK quantitative consulting business. This includes...

. Hedge Fund Credit role within Global Markets Credit responsible for managing the counterparty risk on a portfolio of EMEA... experience in a hedge fund counterparty credit risk role/Prime brokerage experience A good knowledge of hedge funds...

with experience working in a role such as market or counterparty credit risk with the relevant product experience who... (IBR) and have the responsibility for counterparty and platform risk management. As a risk manager in In-Business Risk (IBR...

programs to control and manage market, liquidity and counterparty risk, which includes the regular monitoring analysis...Job Description: Employer: DWS Group Title: Senior Investment Risk Manager – Fixed Income/Factor Investing...

and to measure, monitor, analyse and report investment risks (market, liquidity, counterparty credit, leverage, valuation risks... in the team to implement enhanced risk & quantitative models, risk systems and automated reporting workflows...

will build on core understanding of market, counterparty credit, and liquidity risk types and how senior management manages... and controls those risk types across the legal entities. What we’ll need from you: Previous experience in counterparty credit...

, counterparty credit, climate, liquidity and model risk types and how senior management manages and controls those risk types... across the legal entities. What we’ll need from you: Previous experience in model risk management, counterparty credit risk...

Propose quantitative risk methodologies related to derivatives activities (margin methodologies, stress methodologies, funding...Job Description: Vice President, First Line Risk Bring your ideas. Make history. BNY Mellon offers an exciting...