Vakante Jobangebote finden Sie unter Projekte.
Fixed Income - Risk Architect
Eingestellt von Huxley Associates aus Frankfurt am Main
Gesuchte Skills: Design
Projektbeschreibung
The ideal applicant will be strong in the following:
* Designing FO Risk systems
* Interacting with Front Office, Credit Risk, Market Risk , Product Control, Counterparty Risk Trading.
* Excellent understanding of the use of Risk for Trading, Hedging, RWA, Credit Valuation Adjustments and FVA, DVA
* Understanding of the mathematical models used to value Fixed Income trades.
* Mathematical understanding of the calculations used for the provision of Explains/Predicts to the Front Office
* Scenarios for the calculation of the greeks (Delta, Gamma, etc), Credit Risk (CVA, FVA, DVA)
* Setting up the data model and manipulation language for intra-day ( and real-time) Risk system
* Good understanding of the market conditions facing the Fixed Income business, such as Clearing, OIS discounting
Please respond immediately if this role is a good fit for you.
To find out more about Huxley Associates, please visit www.huxley.com
Projektdetails
-
Einsatzort:
City Of London, Vereinigtes Königreich
-
Projektbeginn:
asap
-
Projektdauer:
Keine Angabe
- Vertragsart:
-
Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
-
Kategorie:
Medien/Design