Top 4 IB – Market Risk Control – Interest Rate Derivatives recruitment
Being responsible for the exotic interest rate and FX portfolio, this role combines a highly technical market risk role with a hands on business focused element. You will interact daily with the trading desk, senior management and quantitative teams to assess, monitor and pre-empt movements within the market. Main duties will include:VaR calculation, analysis and reportingMonte Carlo simulation, back and stress testingCross over with price testing and valuation teamsProviding advice on risk figures with the trading deskDeveloping risk measurement models in VBA and SQLCandidates will need to possess Read more […]
January 25, 2012
• Tags: FX & Money Markets careers in the UK, Market Risk Control – Interest Rate Derivatives recruitment, Top 4 IB • Posted in: Financial • Comments Off on Top 4 IB – Market Risk Control – Interest Rate Derivatives recruitment