Quantitative Market Risk recruitment
With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.This is a critical role at group level. The focus on the role will be VAR analytics and model risk analysis which product coverage spanning across rates, credit and FX products.The Responsibilities: * Delivery of new risk information from front office systems* Enhancements of the VaR methodology* Market Risk analysis* Oversee the global testing, rollout and Read more […]
>> Systematic Hedge Fund – Quantitative Market Risk << recruitment
Being part of the Risk Committee and reporting directly to the CIO, this is a unique opportunity for a mathematical individual to step into a challenging and high profile role. Focusing on risk models, their inspection and improvement as well as working in close conjunction with the front office, you will cover the entire portfolio. Duties include:- Developing and implementing risk management methodologies- Interacting with the quants and trading desks to present risk issues- Ensuring the inspection and improvement of risk frameworks (VaR, scenario, correlation etc)- Predicting trends in the market Read more […]