Quantitative Risk Analytics AVP or VP level recruitment

This is a risk analytics position in the Risk Management Department. The position will functionally focus on four main, interrelated areas: 1) Design/Develop market risk models for stress tests and VaR calculations 2) Design/Develop models counterparty credit risk measurement 3) Validate level 2/3 front office pricing models 4) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and day-to-day needs 5) Develop risk measurement methodologies and solutions 6) Liaise with Risk IT to develop short term and strategic solutions per the Departments strategy and Read more […]

September 22, 2008 • Tags: , • Posted in: Financial • Comments Off on Quantitative Risk Analytics AVP or VP level recruitment