Market Risk Regulatory Change PMO Lead recruitment
This is an excellent opportunity to work at the cutting edge of reg change at a global investment bank. Due to the need to upgrade the bank’s Market Risk models and the increasing regulatory demands, a number of global change programmes have been initiated in the Risk Division. In particular: For Market Risk; the CAD 2 programme for 2012/13: • Upgrade the bank’s Vale at Risk model for a Variance / Covariance approach to Historical Simulation approach which is more in line with industry standards; • Capture VaR during a stress period (Stressed VaR) and jump-to-default and migration Read more […]
April 14, 2012
• Tags: Market Risk Regulatory Change PMO Lead recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Market Risk Regulatory Change PMO Lead recruitment