1 of 1 Stress Testing Jobs in North Yorkshire

Calypso FO BA

Hiring Organisation
Luxoft
Location
York, North Yorkshire, UK
Employment Type
Full-time
g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience massaging or analyzing data using ...