Portfolio Risk Manager- Market Risk recruitment
You will be responsible for develoing a coherentframework to model, measure and monitor portfolio-level risk within the bank, you will propose systematic ways to reduce down-side risk in the aggregate bank level, analyze top-levle VAR for underlying drivers and hidden risk. You will develop methodologies for stress-testing,measuring inter-asset class dependence and diversification effect in the bank’s portfolio of businesses.You will have MSc/PhD in a numerate subject, advanced Excel/VBA and statistical software (R/SAS/Matlab) skills, strong understanding of modeling and underlying assumptions Read more […]
May 7, 2012
• Tags: Asset Management careers in the UK, Portfolio Risk Manager- Market Risk recruitment • Posted in: Financial • Comments Off on Portfolio Risk Manager- Market Risk recruitment