VP – Group Market Risk recruitment
Assisting the Head of the Credit Risk and Market Risk Department in managing Group Market Risk including Interest Rate Risk, FX risk Liquidity Risk, the incumbent will be responsible for measuring and monitoring Market Risk at the Group Level and the following:Measuring and managing Interest Rate Risk, FX Risk and Liquidity Risk at the Group levelImplementation of Market Risk System like Murex, ALM and FTPImplementation of Market Risk Model including VAR toolsAssist in developing sensitivity limits for FX and IRR Risk for both Banking and Trading bookWho we’re looking for:Qualified (CFA, MBA Read more […]
Quantitative Analyst – Group Market Risk recruitment
The role is to contribute to the Market Risk Analytics team, which is in charge of the definition of methodologies for portfolio market risk metrics, in particular VaR, supervision of the market risk platform and compliance with regulatory requirements. Key Roles ResponsibilitiesAssist in defining and implementing all methodological improvements for portfolio market risk metric. This includes – Creating explanatory methods and related tools to analyse VaR and other metric better – Testing new pricing models in risk metrics before they are released into production – Producing reports on model performance, Read more […]