Three 3 years of experience performing counterparty credit risk analysis for financial derivative trades across all asset classes including fixed income, equities, commodities, and foreign exchange FX for counterparty portfolio assessment. Prior experience must include at least three 3 years of experience performing comprehensive financial assessments using quantitative and qualitative risk management techniques including value at risk VAR, potential future exposure PFE, backtesting, scenario analysis and stress testing; identifying nontrivial risks including liquidity, wrongway, dislocation, concentration risk, and gap risk; reviewing internal and external portfolio margining methodologies; performing adhoc scenario analyses and stress tests across portfolios of counterparties and business lines; and, participating in risk mitigation discussions for complex transactions.br br Any suitable combination of education, training, and experience is acceptable

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