GRA Manager

Chappuis Halder
Published
1 April 2019
Location
Manhattan, NY
Category
Job Type

Description

Market Risk (VaR, Stress-Test, FTRB) - Credit (PD, LGD, EAD) - Counterparty Risk (EEPE, XVA), - Operational Risk (AMA, reputation risk, conduct risk) - Valuation (Equity Derivatives, FX, Interest Rate Derivatives, Credit and Commodities is a plus) - Machine learning models Are highly sought the following expertises as well:. Academic background Minimum of a master’s degree in a quantitative area...