Market Risk VP
The ideal candidate will either be:
A VaR expert or an Economic Capital expert.
"Currently one of the most topical areas within Risk is the regulatory focus and capital charge. The candidate will be tasked with heading up an individual area within one of these teams".
Therefore:
Management skill is important
Ability to deal with the board and to sit with desk heads to deep dive into the VaR numbers
Ability to deep dive across all asset classes and a general understanding across all product areas is desired
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