- US Bank (Minneapolis, MN)
- …exchange derivatives ensuring such products are appropriately configured in counterparty model and risk measures are accurately quantified. The person ... product sets include but not limited to credit derivative , credit risk transfer products, equity like derivatives such ETF options. Additional… more
- US Bank (Minneapolis, MN)
- …specifically as it relates to fixed income derivatives - Understanding of counterparty credit risk and/or XVA models - Familiarity with pricing multiple ... purpose is to create, validate, test, document, implement, and oversee derivatives standardized/regulatory capital approaches such as SIMM, SACCR, SACVA. The models… more