of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&Lattribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model implementation details, tests, and more »
models. Provide technical guidance and expertise on Market Risk Model related matters Analyse key model performance metrics such as hypothetical backtesting and P&Lattribution test (PLAT). Support risk managers in all queries related to VaR and other portfolio risk metrics The holder of the position more »
Contract C++/Python Developer for Equity Derivatives - Inside IR35 - 12 Months One of our global banking client's Equity Derivatives division is looking for a C++/Python developer with experience in Structured Equity Derivatives. The candidate will be more »
Company Description Ironshield Capital Management LLP is a investment management firm with a focus on European credit opportunities, founded in 2007. Our investment strategies utilise in-depth research and fundamental value assessments to generate absolute returns. Our investment approach involves more »