Role: Business Analyst OTC Derivatives & Credit Risk Location: Toronto Hybrid 1. Experience with OTC Derivatives... pricing, P&L Reporting & Attribution, XVA and Risk, and Counterparty credit risk (CCR) & Credit Valuation Adjustment (CVA...
would be someone with experience in derivative pricing models used in capital market. Candidates with expertise in capital market valuation and risk... management. Project: XVA – XVA Expansion 2024 – Valuation adjustment. The project will start in March- April. The Manager...