Senior AVP, Model Risk Management
... market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, ...
... market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, ...
... to key stakeholders (Grid View, VaR, stress scenarios, etc.), Work closely ... to key stakeholders (Grid View, VaR, stress scenarios, etc.) is considered ...
... to key stakeholders (Grid View, VaR, stress scenarios, etc.), Work closely ... to key stakeholders (Grid View, VaR, stress scenarios, etc.) is considered ...
... RISK KNOWLEDGE Minimum knowledge about VaR calculations in Murex MRB module ... imports Executions of RUNS, EXPORTS, VaR calculations Ant-scripts configurations and ...
... Competences in Market Risk metrics: VaR, stressed VaR, expected shortfall, IRC Definition, analysis ...
... Competences in Market Risk metrics: VaR, stressed VaR, expected shortfall, IRC Definition, analysis ...
... such as Value-at-Risk (VaR), Stressed VaR, Incremental Risk Charge (IRC), Expected ...
... de trabajo, 3 franjas horarias (varían en función de cuadrante): * ... de trabajo, 3 franjas horarias (varían en función de cuadrante): * ...
... : stress testing, value at risk (VaR), position specific analytics for derivatives ( ... finance expertise: Market risk & analytics, VaR, stress testing, fixed income analytics ( ...
... drive growth. Build and execute VAR partner recruitment plan including the ... agreements. Enable new and developing VARs with clearly defined growth plans, ...