About the role
FinEx AI summary
Responsible for market risk and counterparty risk measurement, including valuation model maintenance and validation, and implementation of counterparty risk models. Calculates Basel III capital charges for market, counterparty credit, CVA, and operational risks. Requires knowledge of bond and derivatives valuation, programming in Python/VBA, and a degree in quantitative fields.
Core skills
Valuation model maintenanceModel validationMarket risk measurementCounterparty risk measurementBasel III capital charge calculationsBonds valuation