SRM: Risk Methodology Analyst, Structured Products: VP recruitment
THE ROLE INVOLVES: Every Risk Methodology Analyst is aligned with a business area and will have the following responsibilities for this area: • Be broadly familiar with the business and trading strategies and the products traded • Identification of all market risks arising from this business area • Development and specification of the VaR model for this area • Understand and monitor the VaR model’s performance via Backtesting, the VaR Accuracy measure, Risk-based PL and the Backtesting Explanation process • Ensure that any risk not captured within the VaR model will either be included Read more […]
April 13, 2012
• Tags: Risk Management careers in the USA, SRM: Risk Methodology Analyst, Structured Products: VP recruitment • Posted in: Financial • Comments Off on SRM: Risk Methodology Analyst, Structured Products: VP recruitment