ID oferty: 173132
Źródło: adzuna
Kategoria: IT
Opis: Czym będziesz się zajmować? Develop, maintain and enhance models for counterparty credit risk, especially construction and calibration of counterparty risk covariance matrices and identification of stress period Calibrate and maintain simulation models for counterparty credit risk Contribute to production and UAT releases of covariance matrices Perform impact analysis of changes in covariance matrices in reference to internal risk management and regulatory measures (EPE, PFE, CVA) Develop and i…
Wynagrodzenie min: 165600
Wynagrodzenie max: 280800
Utworzono: 30.09.2026 07:33