VaR Analysis & Control Senior Manager recruitment

VaR Analysis Control (VAC) is responsible for the data quality and reporting of the Basel II a components of Citigroup and other legal entities market risk weighted assets. Additionally, VAC is responsible for the daily generation of RWA components, adjustments to the Global Market Risk system (GMR), execution of the quality controls surrounding GMR. The role will require some oversight of all system enhancements and market risk feed integrations for GMR. The market risk and VaR information coming out of GMR is used in a wide array of Citigroup regulatory and internal senior management market Read more […]

February 9, 2012 • Tags: , • Posted in: Financial • Comments Off on VaR Analysis & Control Senior Manager recruitment