Engineer, counterparty risk
The counterparty risk engineer works with the cross-Group financial services. He/she vali-dates the pricing models used by the Group. He/she tracks the development of counterparty risk calculations, particularly concerning the replacement risk of exotic transactions. He/she adapts existing models and deals with new products. He/she also helps with the development of operational risk and physical risk models.
- Experience in financial modeling
- Extensive knowledge of financial risks
- Extensive computer skills
- Proficiency in English