Market Risk Manager
Tasks
- Analyze model run results
- Collaborate with risk teams business lines and trading functions
- Communicate with model users and trading desks
- Develop production level code for risk models
- Document model development and outputs
- Enhance existing risk methodologies
- Prepare materials and reports
- Prototype new market risk methodologies
- Run model batches for reporting
- Support Fundamental Review of the Trading Book model development
- Support market risk model development for VaR
Perks/Benefits
Skills/Tech-stack
C++ | Data Analysis | Derivatives | FRTB | Market Risk | Mathematical Modeling | Model Development | Python | Quantitative Analysis | Regulatory Compliance | Risk Management | VAR
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