Market Risk Analyst (contract) recruitment

The role focuses on development and implementation of market risk methodologies. The first major project will be the implementation of the Bank’s Basel III CVA VaR strategy. The responsibilities will include: • Working with Senior Risk Managers and Quants to develop key CVA VaR methodology • Performing self led analysis into the pros and cons of methodology enhancements• Proactively developing solutions to negative aspects of model behaviour• Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features capital implications • Reviewing Read more […]

May 27, 2012 • Tags: , • Posted in: Financial • Comments Off on Market Risk Analyst (contract) recruitment