Corporate – Model Risk Group – Credit Portfolio Group – Associate

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

Description

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...