Market Risk Specialist
London, South East, England, United Kingdom
Goodman Masson
non-trade market risk exposures, including but not limited to; Value-at-Risk (VaR), sensitivity analysis, and portfolio stress tests, with minimal guidance from the organization. Design and execute backtesting models to validate VaR and other model outputs, ensuring regulatory compliance with Basel backtesting standards and regulatory requirements Ensure risk reporting supports regulatory capital computation and attribution, aligned with Basel More ❯
Employment Type: Contractor
Rate: £100,000 - £220,000 per annum
Posted: