With the Execution Product Office or EPO; functional role in Analysis of the methodologies followed by Market Risks in the calculation of FVAs and AVAs in accordance with EBA RTS (Regulatory Technical Standards). Creation of calculation tools for FVA and AVA of Loans and Repo Margin (VBA, Murex, Asset Control and Quantum).
Bachelor's Degree in Information Technology, MIS, Computer Science, or Economics and Majors/M.Sc. in Quantitative Finance.
Must have knowledge on Markets Business, Financial Reporting and Risk.
At least 3 years of experience in corporate and investment banking products and/or preferred.
Experience in the following area: New Credit Model, RNIV (Risk not in VaR), Proxies, AVAs,
FVAs automation, Asset Control Migration, Market Data Quality.
Fluent communication skills in written and spoken English and in Spanish
Apply to www.altair.consulting
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