Profilo Market Risk Methodologies & Policies Specialist recruitment

About the role:Contribute to the development of the market risk methodologies, gaining exposure to the Market Risk and Markets technical infrastructure of entire Unicredit Group;Cooperate with Market Risk Architecture in prototyping systems for calculation of market and counterparty risk, gaining the exposure to the large-scale software development process;Manage and keep ownership of the Group-wide VaR, SVaR, IRC, CRM, CCR scenario generation methodology, stress tests risk factors clustering and shifting policyDevelop the business requirements for systems calculating market and counterparty risks, Read more […]

January 15, 2012 • Tags: , • Posted in: Financial • Comments Off on Profilo Market Risk Methodologies & Policies Specialist recruitment