Market risk analyst | ABS and structured credit recruitment

A leading hedge fund in London is looking to expand its market risk team with this key hire. The role will involve daily reporting and project responsibilities, with significant input into decisions that will assist in directing trading activity and risk appetite.The market risk analyst will have the following responsibilities:• To produce, review and validate daily Value at Risk (VaR), Sensitivity, Scenario, Counterparty and Liquidity risk assessments for structured credit and ABS strategies• To produce associated control and reconciliation reports including monitoring and tracking all limit Read more […]

August 14, 2010 • Tags: , , • Posted in: Financial • Comments Off on Market risk analyst | ABS and structured credit recruitment