COMPANY: Top Investment Bank
POSITION: Risk Management Quant
LOC: Hong Kong
Description:
Risk Methodology and Quantitative Analysis Team
The RMQA team is the quantitative team in Risk Measurement and Management that
deals with the methodology and quantitative issues relating to market and
credit risk. It is made up of three separate groups:
· Credit Exposure Measurement Group, dealing with the potential
counterparty credit exposure arising on OTC derivative transactions as a
result of movemen