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Market Risk Management Portfolio Analyst - Assistant Vice President
Job Description: Job Title Market Risk Management Portfolio Analyst Corporate Title Assistant Vice President Location New York, NY Overview Our Market Risk Analysis and Control team provides analytical support for market risk managers and stakeholders (front-office) on statistical models (incl. but not limited to Value at Risk (VaR), Stressed Value at Risk (SVaR), Risk Weighted Assets (RWA) and EC) as well as what-if analysis for new transactions and risk appetite setting on legal entity level. In this role you will work closely with market risk managers and front-office stakeholders on analyzing daily risk moves, portfolio dependencies, and key risk drivers both on portfolio and asset


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