, risk management, collateral management and financial reporting across Manulife. The Director/Manager, Derivative Modeling...The Derivative Modeling team provides modeling and quantitative analysis to support trading, strategic decision-making...
mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative portfolio..., SIMM). Job Description What is the Opportunity? As part of the Group Risk Management team, the Director, Counterparty...
, implementation and analysis of relevant scenarios Job Description What is the opportunity? As an Associate Director... and reporting. Strong understanding and thorough knowledge of traded products, derivative pricing, market risk methodologies...
, you will: Support director in development of overall work plan for CCR (OTC and SFT) and CVA capital process including monitoring... or above, Ph.D. Preferred); Industry certification or credentials will be an asset (e.g. CFA, FRM) Knowledges of the derivative...
. What you’ll do Use Professional Judgment, Investment Knowledge And Quantitative Modeling To: Critically evaluate and monitor... or structured lender. Ensure the Director(s) and Managing Director of CCRM have the appropriate, accurate, and timely information...
. CFA, FRM) Knowledges of the derivative pricing model theory, counterparty credit risk modeling, market risk capital... for you? In this role, you will: Assist Director/Senior Manager and/or independently validate and/or review of Market risk capital models...