Market Risk Engineering – Credit recruitment
Main Function Production of daily risk reports that are sent to front office market risk managers, trading desks, senior management for traded credit business. Ensuring completeness of risk reporting. Building and maintaining relationships across the bank to maintain risk reporting completeness and accuracy (and produce MI around exceptions) VaR production i.e. generating the VaR numbers on a daily basis and liaising with the Front office Market Risk team (who sit with the traders), to obtain signoffs on the daily VaR numbers, on a timely basis. This includes managing VaR controls, exceptions and Read more […]