MJE Job #: 420
Posted: Wednesday, October 21, 2009

Our client is currently seeking an Associate candidate who will be a member of the Derivatives Analysis (DA ) group within the Market Risk Management and Analysis (MRMA) Department. DA is a multidisciplinary group of quantitative experts focusing on derivatives valuation and risk across all production areas. The group is responsible for model risk, model validation and model control. Within DA, we are expanding the team that is responsible for models of empirical risks, such as potential credit exposures (PE), market risk (VaR, Value at Risk) and operational risk.

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