Hunter Bond is seeking a Counterparty Credit Risk Quant VP to build and evolve a stress testing framework for their EMEA portfolio. This role involves supporting regulatory and internal capital assessment activities while developing and running internal and vendor models.
The ideal candidate will have strong experience in Counterparty Credit Risk and a solid understanding of risk measures like Potential Exposure and Stress Testing. Strong technical skills in Python, VBA, R, or SQL are essential. A unique opportunity to join a growing department!
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