Contract Market Risk Analyst
The department is responsible for the review analysis of Market Risk exposures of the Corporate Investment Banking trading units. Key responsibilities will include:•Calculation, analysis and reporting of VaR (Value at Risk) and market risk sensitivities (delta, gamma, vega, theta etc) for bank-wide trading activities •Liaison with Market Risk Managers, Trading desks, Finance to validate explain material risk moves in daily VaR sensitivities •Management of critical backtesting control process, involving daily comparison of calculated VaR to PnL across all business lines •Calculation, Read more […]
March 7, 2009
• Tags: Accounting & Finance jobs and careers in UK, Contract Market Risk Analyst • Posted in: Financial • Comments Off on Contract Market Risk Analyst