Principal, structured finance quantitative specialist
LondonEuropean Bank for Reconstruction Development
...maintain internal asset and cash flow models to assess portfolio credit risk and tranche performance for SRT and other structured finance transactions (i.e. synthetic securitisations, cash ABS, credit-linked notes, warehousing, future flows) • Implement Monte Carlo simulations and other stochastic [...]
Category Banking, Insurance, Finance & Accountancy
6 days ago in JobArch