Manager- Market Risk Models
Posted on :
10-03-2024
Employer Active
1 Vacancy
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Job Description
Req ID : 2609000
Developing, validating, and implementing models for value-at-risk (VAR), stress testing, and asset-liability management (ALM) using advanced statistical and mathematical techniques.
Performing data analysis, back testing, and scenario analysis to assess the performance and accuracy of the models.
Providing technical support and documentation for the models and ensuring compliance with regulatory requirements and internal policies.
Collaborating with other teams such as trading, finance, and IT to integrate the models into the risk management framework and systems.
Employment Type
Full Time
Company Industry
Department / Functional Area
Marketing / Brand Management / Marketing Research / Digital Marketing
Key Skills
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