Market Risk Positions
Senior Economic Capital Analyst - An AVP/VP level position for a candidate looking to work on a number fo Economic Capital projects. The relevant candidate will have to criticise the methodology from a Quant perspective. Someone who has implemented models, worked in a Historical VaR simulation type environment.
Market Risk Analyst - I have a role within ERC (Key Reg Reports, analyse the difference between Economic Capital and Regulatory Capital Methodologies - VaR/IRC)
Market Risk Analyst - AVP - within the Cluster Risk Manager team - Specialising in a certain area, with strong Greeks, VaR and stressed VaR experience.
Credit CVA Change Team - Working with Senior RM and Quants to develop key VaR Methodology improvements. Reviewing model inputs and data.
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