Market Risk Model Val Quant recruitment
Model Review, VaR ALM Models (Snr Jnr Roles) / Major European Investment BankThe is a demanding, but stimulating and varied role with considerable potential for self development within a small team environment, adding substantial value in an increasingly important area of the bank.KEY RESPONSIBILITIES:Detailed evaluation of market risk and ALM models, including their: design, calibration and validation; operation; usage; reporting; and governanceExpert input into model development, selection, validation, back-testing, stress testing and reviewAdvising risk teams on the most appropriate quantitative Read more […]
February 3, 2012
• Tags: Market Risk Model Val Quant recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Market Risk Model Val Quant recruitment