experience 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...
London Stock Exchange Groupof models used for the valuation and risk management of the firm's trading positions in interest rate, credit and hybrid... for business and regulatory requirements work closely with other QA teams to develop cross-asset solutions for risk management...
UBS, and appropriate financial risk controls. Job responsibilities Develop advanced analytical and risk management models... and capability Implement these models in our quant library and trading/risk platforms, carrying out testing and writing...
JPMorgan Chase