Quantitative Risk Developer – Derivatives Portfolio risk
- Location
- Greater London, England, United Kingdom
BCBS-IOSCO, UMR margin requirements, Standardised approach for regulatory capital (FRTB-SA) and or XVA Capital/Exposure modelling. Education and Experience Master’s degree (or equivalent) in Mathematics, Physics, Computer Science, or a related quantitative discipline. Years of experience in quantitative development within financial ...