Location: United Kingdom (London – London) Type: Permanent
Counterparty Risk/XVA Strat - VP level
This group combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming for Front Office pricing and risk management.
The group is responsible for building systems used to price credit risk, capital measures and initial margin into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting counterparty credit (and other) risks so that macro management decisions can be made and exposures managed actively.
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.