RISK METHODOLOGIES ECONOMETRIC SPECIALIST recruitment
Risk Methodologies Econometric SpecialistHis/her primary duties and responsibilities will include the following activities:ØContribute to the development of the market risk methodologiesØManage and keep ownership of the Group-wide VaR, SVaR, IRC, CRM, CCR scenario generation methodology, stress tests risk factors clustering and shifting policyØDevelop the business requirements for systems calculating market and counterparty risks, gaining a throughout understanding of the Group’s market and counterparty risks modeling process at all major international locations;ØCooperate with Internal Control Read more […]
January 6, 2012
• Tags: Risk Management careers in the Italy, RISK METHODOLOGIES ECONOMETRIC SPECIALIST recruitment • Posted in: Financial • Comments Off on RISK METHODOLOGIES ECONOMETRIC SPECIALIST recruitment