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Quantitative Research - Counterparty Credit Risk - London


Quantitative Research (QR) lies at the intersection of research and industry practice. We create data driven solutions and technology that help to solve the world's most pressing financial problems, and improve and protect our customer and client experiences every day. The QR Counterparty Credit Risk (QR CCR) team sits within the wider QR Markets group and is responsible for developing and maintaining models used for managing Counterparty Risk. •    Counterparty Risk is the risk that a counterparty to JPMorgan does not fulfill its contractual obligations in full, typically as a result of the default of the counterparty. The associated Counterparty Valuation Adjustment (CVA) is the fair value of the compensation required for taking on this risk. •    JPMorgan is a pioneer and industry leader in counterparty risk measurement and management. Counterparty risk has become a key focus for the financial industry and regulators in the wake of the 2008 financial crisis. •    The QR CCR team is also responsible for the wider XVA modelling e.g. modeling funding valuation adjustments (FVA) as well as credit risk capital.  •    Counterparty risk models are highly complex cross-asset class portfolio valuation models. Full time

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London, England, London, SE11, United Kingdom

  • Ad ID:  18827532
  • Ad Type:  Offered
  • Posted on:  15/01/2021, 03:15
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