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 anal...
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 ma...