MARKET RISK METHODOLOGIES & ARCHITECTURE SPECIALIST recruitment
Within the Group Trading Risks department we are looking for candidates for the “Market Risk Policies, Methodologies Architecture ” unit.Key tasks responsibilities• Contribute to the development of the market risk methodologies, architectures and processes, gaining exposure to the Market Risk and Markets technical infrastructure of the company;• Manage, Operate and keep ownership of the Group-wide VaR, SVaR, IRC, CRM, CCR , CVA methodologies, stress tests risk factors clustering and shifting policy;• Develop the business requirements for systems calculating market and counterparty Read more […]