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 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