Senior Manager, Market Risk Modelling (Pensions/Trading Book) recruitment
SummaryThis role sits within a team who take responsibility for Market Liquidity Risk covering the pricing, counterparty credit and market risk measurement modelling for the bank. The team develops and maintains the market risk measurement methodologies for the banking and trading books such as Value at Risk, Stress Testing, Net Interest Income Sensitivity. The team also develops prototypes for implementation of such methodologies and liaises with the relevant Risk functions for approval of such methodologies.The Senior manager in this team will have a number of direct reports.AccountabilitiesDevelopment Read more […]
June 25, 2012
• Tags: Market Risk Modelling (Pensions, Risk Management careers in the UK, Senior Manager, Trading Book) recruitment • Posted in: Financial • Comments Off on Senior Manager, Market Risk Modelling (Pensions/Trading Book) recruitment