development and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded... SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development...
Barclay Simpsondevelopment and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded... SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development...
Barclay Simpson). Experience of market risk (VaR, DRC, ES, FRTB), counterparty risk (IMM, SA-CCR) would also be of interest although the primary... focus is on credit risk and pricing. The work is a mix of pure advisory, resource augmentation (execution of a quant...
Barclay Simpsonexperience in: Front office valuation/pricing models, Counterparty Credit Risk, XVA, Market risk, Model Validation, Initial... with other LSEG quant teams to uncover untapped external growth opportunities Coach and develop Junior colleagues’ quantitative...
TORA