Banking Finance - General jobs in Bachelors
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The main purpose of this role will be to perform PVA stress testing for the Rates, FX, Credit, Equity, Commodities and Treasury portfolios.
Responsible for Independent Price Verification (IPV), PVA, XVA and FVA calculation and analysis at month-end for all assets and liabilities.
Design and implement solutions to optimize the model related fair and prudent valuation adjustment processes.
Fitch Group is a global leader in financial information services with operations in more than 30 countries. Fitch Group is comprised of: Fitch Rati...