Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g... implementation. Develop, maintain, and enhance quantitative risk and pricing models for market, credit, and liquidity risk...
Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g... implementation. Develop, maintain, and enhance quantitative risk and pricing models for market, credit, and liquidity risk...