Market Risk Manager FX / Rates recruitment
ResponsibilitiesInitial Margin* Ensure understanding of the detailed calculations; including the assumptions inherent within the margin algorithm.* Ensure adequacy of algorithms is tested in line with policy.Valuation * Ensure understanding of the detailed calculations; including the assumptions inherent within the curve building methodologies. * Ensure that valuation policies and procedures are reviewed against market best practice * Manage any development of algorithms to ensure that risk management practice remains within policy. Stress-testing * Maintain product specific stress-testing scenarios.Market Read more […]
May 9, 2009
• Tags: FX & Money Markets careers in the UK, Market Risk Manager FX, Rates recruitment • Posted in: Financial • Comments Off on Market Risk Manager FX / Rates recruitment