; Demonstrable experience in either proxy modelling, risk modelling or Solvency II/economic capital modelling, in particular credit... modelling, risk modelling and stochastic economic scenario modelling. Work in CMG requires high levels of quantitative skills...
Deloittefor supporting portfolio modelling and analysis on the in-force book, and supporting the development of the Markets Solutions core... analytics library and tools. You will need to effectively collaborate with Risk, Investments and Finance to secure their buy...
PICexperience in: Front office valuation/pricing models, Counterparty Credit Risk, XVA, Market risk, Model Validation, Initial... Margin modelling Solid understanding of EU and UK regulations applicable to OTC derivatives, and associated model risk...
TORA