Director - Counterparty Credit Risk Quant
Selby Jennings
New York, USPosted 18 days agoDiscoveredMatch locked
Full TimeAccounting & Finance Jobs
About the role
A leading Global Financial Institution in NYC is seeking a Director to join its Counterparty Credit Risk function focused on SIMM Models, PFE modeling, VaR modeling and portfolio risk analysis. This is an exciting opportunity to help drive the firm's quantitative counterparty credit risk framework while supporting the development and enhancement of key exposure measurement methodologies used acros
Not included in the source posting: about the role, what you'll do, qualifications, benefits.
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