1 of 1 Monte Carlo Method Jobs in Scotland

Calypso FO BA

Hiring Organisation
Luxoft
Location
Aberdeen, UK
Employment Type
Full-time
Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...