AVP - Market Risk (Credit Products)
PSD RISK - London
- Review daily positions, stresses and sensitivities across CDS, flow or exotic credit derivatives - Evaluate proposed clearing house margin methodologies, making recommendations if not consistent with the banks expectations - Determine margin & limit terms across client portfoli...
PSD RISK - London
Undertake analysis and client work as part of Risk Consulting assignments including risk tolerance assessment, programme design modelling, fund evaluation and general financial, business and insurance problem solving requirements. Establish and develop relationships with potentia...
Associate to Director - Quantitative Risk Consulting
PSD RISK - London
The team services prestigious Investment Banks across a variety of risk management disciplines including; Pricing & Market Risk Model Validation, Counterparty Exposure Management and CVA Hedging & RWA / Portfolio Optimisation. Due to growth, they're looking for a number of consul...
Financial Engineer - Counterparty Exposure Management
PSD RISK - London
The Group are responsible for global Credit and Market risk with ultimate responsibility for the methodology and development of the appropriate models. Working with a team of Financial Engineers tasked with the development and validation of counter-party credit risk models you wi...
Vice President - Counterparty Exposure Management
PSD RISK - London
- Analysing a portfolio looking at counterparty exposures across all asset classes - predominately uncollaterised names - Calculation of Credit Exposure and Potential Exposure across a derivative portfolio - Analysing the underlying product and calculating exposure - Understand...