VP Market Risk Market Data Manager recruitment
Job Summary: The candidate will manage a small team responsible for the validation and maintenance of the new regulatory risk calculations in both the market and credit risk systems, including VAR model testing. Responsibilities:Identify technically robust approaches to assessing the overall VAR modelling approach including strategies to minimise risks not in VARPerform periodic model reviews with the Risk Managers to produce high quality model reviewManage the delivery of market data projects in liason with the local Head of Market RiskCarry out regular assessments of proxied data series and Read more […]
December 1, 2011
• Tags: Risk Management careers in the Singapore, VP Market Risk Market Data Manager recruitment • Posted in: Financial • Comments Off on VP Market Risk Market Data Manager recruitment