Head of VAR recruitment
IntroductionA global financial institution is seeking a senior VAR(Value At Risk) to focus on managing the team in charge of the definition of methodologies for portfolio market risk metrics, in particular VaR, and supervision of the market risk platform and compliance with regulatory requirements. Responsibilities To define and implement all methodological improvements tied to VaR model. This covers the General Market Risk VaR model, the Specific Risk VaR model and the Incremental Risk Charge model. To take ownership of and improve other portfolio market risk metrics. To define and implement analysis Read more […]
December 8, 2011
• Tags: Head of VAR recruitment, Risk Management careers in the Singapore • Posted in: Financial • Comments Off on Head of VAR recruitment