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MGR/AVP, MRM-Analytics & Market Price Control-Counterparty Credit Risk
Some of the key responsibilities of the role are: Build models and methodologies for Counterparty Credit Risk measurement for OTC derivatives, ensure sound model governance and oversight through policies, procedures and overall framework Provide support to the Treasury business for regular computation of CCR measures for derivatives, facilitate automation of the computation where possible Take ownership of the team's internal initiatives and projects in the CCR space Competencies Over 3 years' experience in a relevant function as quantitative analyst, researcher or risk controller Experience in quantitative finance and/or developing CCR models is preferable; Bachelor, MS or MFE degree


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