FRTB Market Risk Quant
South East London, England, United Kingdom
Allegis Global Solutions
VaR (RniV) models.Provide technical guidance and expertise on Market Risk Model related mattersAnalyse key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT).Support risk managers in all queries related to VaR and other portfolio risk metricsThe holder of the position must: Be more ยป
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