• New York
• $145000 per annum
• Posted 8 days ago

Major Responsibilities:  • Analysis and reporting/review of daily/weekly/monthly counterparty credit risk • Limit monitoring and breach remediation of counterparty credit risk – investigate cause of limit breach and work with credit risk managers, analytics and Sales and Trading for remediation •...

• New York
• $180000 per annum
• Posted 8 days ago

Major Responsibilities: • Model coverage for Rates/Foreign Exchange/Fixed Income valuation models, XVA, SIMM, and Market Risk methodologies • Participate/lead in the development of models across all phases of the project lifecycle from analysis to methodology to technical implementation • Ensure ...