Market Risk Capital Expert – Financial Risk

Czym będziesz się zajmować? Perform and coordinate quantitative analyses and assessments of market risk and capital. Provide expertise on Market Risk Capital frameworks and models. Analyse, challenge and develop methodologies for Market Risk Economic and Regulatory Capital. Assess model assumptions, sensitivities and limitations and their impact on risk and capital measures. Develop, enhance and implement capital models and methodologies. Improve Capital Risk Appetite, limit-setting, allocation…