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Quantitative Research Counterparty Credit Risk Modelling


Job position: Quantitative Research Counterparty Credit Risk Modelling, Bangalore, Karnataka

of XVAs, e.g. credit and funding valuation adjustments (CVA and FVA), which is the market price of counterparty credit risk... and funding originating from derivatives. QR-CCR team partners with trading and technology to develop the models and systems used......

Job Location: Bangalore, Karnataka, India

Salary: unspecified

Company: JPMorgan Chase

Job posted: 15 May 2024

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