Quant Analyst – Risk Methodology (Interest Rates & FXMM) recruitment

The Quantitative Risk Standards (QRS) team is responsible for defining the risk methodology for consistent risk capture across the firm. QRS mainly focuses on quantitative and model-related aspects of risk measures used for risk management and risk control. QRS is also responsible for defining the methodology for risk sensitivity based PL (Profit and Loss) explain, and quantitative aspects of stress testing and VaR (value-at-risk) methodology. The role primarily involves:Defining the methodology for complete and consistent risk capture for interest rates and FX derivatives in interaction with Front Read more […]

July 12, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quant Analyst – Risk Methodology (Interest Rates & FXMM) recruitment