Corporate – Model Risk Group – Credit Portfolio Group – Associate

J.P Morgan
31 October 2019
London, United Kingdom
Job Type


Carrying out model validation and designing model risk measurement activities, for models used to value and risk manage CVA/DVA/FVA valuation adjustments, compute Counterparty Credit Risk (CCR) monitoring metrics and capital requirements. Financial Institutions routinely use models for a broad range of activities including credit underwriting, valuing financial instruments, measuring and managing...

Related Jobs

5 March 2024
5 March 2024
Hedge Fund & Private Equity Credit Analyst- Associate   Borough, South East London new
5 March 2024
5 March 2024
5 March 2024