1 design English-speaking jobs in Tiel

The design work relies heavily on the team benchmark libraries, which are used for analysis, exploration ... You will: Design Counterparty Credit risk models (PFE/EAD modelling and Backtesting procedures) and implement ... model risk uncertainty in XVA; Implement in production system the XVA model risk valuation adjustments; Design ... implementation checks by comparing to the benchmark implementation or implement models directly in the systems; Design