Quantitative Analyst – Market Risk Methodology recruitment
Quantitative Analyst – Market Risk Methodology85645BRJob DescriptionWe are looking for a Quantitative Analyst to join the Market Risk Methodology (Value-at-Risk) team within Firm-wide Risk Control Methodology.team within Firm-wide Risk Control Methodology.You will be responsible for developing and improving the Value-at-Risk modeling framework and the measurement platform that quantifies the market risk of the banks trading positions. As an integral part of the Market Risk Methodology team, your challenge is to pro-actively and continuously advance the methodologies, processes and parameterization Read more […]
Quantitative Analyst- Market Risk Methodology recruitment
You will be responsible for developing and improving the Value-at-Risk modeling framework and the measurement platform that quantifies the market risk of the banks trading positions. As an integral part of the Market Risk Methodology team, your challenge is to pro-actively and continuously- advance the methodologies, processes and parameterization for measuring Value-at-Risk,- improve the risk representation of the VaR model,- develop and implement new models to capture/represent the market risk on new products. You will work closely with risk officers, other business units, the reporting team Read more […]