Main responsibilities will include: Gather, evaluate and analyze business needs for new initiatives 1) Endur and computational Grid architecture implementation of Credit Value Adjustment/Debit Value Adjustment (CVA/DVA), 2) Physical power trading implementation, 3) Physical ags/metals trading implementation, 4) PnL (Profit and Loss) Explained implementation, 5) Quantitative models implementations for computation/valuation, 6) Greeks (Delta/Gamma/Vega/Theta/Rho) report for traders, 7) Counterparty Risk Snapshot for marketers, 8) Default to Zero (DTZ), CDS (Credit Default Swap) Spread01, Recovery Rate01, Bucketed VaR (Value at Risk), Stress on Bucketed Shifts implementations for Market Risk Conduct project management activities including...read more

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