Counterparty Credit Risk Methodology Strat
- Hiring Organisation
- Deutsche Bank
- Location
- Greater London, United Kingdom
- Employment Type
- Full Time
Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. You will join the Counterparty Credit Risk Methodology team within GSA, which is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions … Average Expected Exposure (AEE) entering the Economic and Regulatory capital calculations for Counterparty Credit Risk. The team also works closely with Market Risk Management on Basel III projects such as Fundamental Review of the Trading Book (FRTB), Credit Valuation Adjustment (CVA) and Prudential Valuation adjustment ...