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For this big 4 consulting firm we are looking for strong Market Risk individuals to work on industry wide FRTB (Fundamental review of the trading book) initiative; the new market risk paradigm. This is expected to have a far-reaching impact on risk measurement, assessment, and reporting at financial institutions worldwide.
Strong Market Risk content knowledge ( VaR, Pricing, Stress Testing, Scenario Analysis, Calculations, Risk Sensitivities , Monte Carlo, Historical Simulations, Time Series, Derivatives Pricing, CAD2, Internal Model Method (IMM), Risk not in VaR (RNIV)
If you are interested in risk advisory and project work for a leading consulting firm please apply asap.
Internal Number: 4974100
About Alexander Ash GmbH
eFinancialCareers is a career site specializing in financial services.