Quantitative Risk Analyst | Singapore | South East Asia recruitment
Role:• Carry out routine model checks as agreed as part of Model Testing programme• Design spreadsheet tools to facilitate risk data acquisition and model testing• Perform periodic model reviews in liaison with Market Risk Managers and produce high quality model review reports• Identify technically robust approaches to assessing the overall VaR modelling approach including strategies to minimise risks not in VaR (RNIVs)• Produce regular reports that assess the current VaR model implementationIdeal Candidate:• Can demonstrate a detailed knowledge of at least two different asset Read more […]
June 1, 2012
• Tags: Quantitative Risk Analyst | Singapore | South East Asia recruitment, Risk Management careers in the Singapore • Posted in: Financial • Comments Off on Quantitative Risk Analyst | Singapore | South East Asia recruitment