Senior Quantitative Analyst – Market and Counterparty Risk Modelling
23 hours ago
Bilbao
The team’s remit includes internal risk models in use within the Bank, such as VaR, Stressed VaR, IRC and CRM models in the market risk space, as well as EEPE, Stressed EEPE, Regulatory CVA models in the counterparty risk space. Design, develop and test code changes required to implement the risk