Associate ALM / Market Risk Governance recruitment
Responsibilities: • Assist in the research and analysis into issues involving market risk, basis risk, curve exposure and foreign exchange risk. • Development of quantitative and empirically supported risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits. • Integral part of the FAS 133 compliant strategy development including researching FAS 133 accounting implications. • Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market Read more […]
January 12, 2010
• Tags: Associate ALM, Market Risk Governance recruitment, Risk Management careers in the USA • Posted in: Financial • Comments Off on Associate ALM / Market Risk Governance recruitment