Quantitative Risk Manager
Tasks
- Analyze counterparty credit risk capital drivers
- Calculate exposures for capital reporting
- Communicate risk drivers to stakeholders
- Configure and maintain risk systems
- Develop valuation models for counterparty credit risk
- Monitor exposures against approved limits
- Support Sales and Trading risk understanding
- Support limits and capital calculation process improvements
- Validate counterparty credit risk models
Perks/Benefits
Skills/Tech-stack
C# | Capital reporting | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives | Financial Valuation | Java | Model Validation | Python | Quantitative risk | SQL
Education
Roles
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