Market Risk- Equity Market Analysis & Certification
Responsibilities Working closely with the trading teams to develop a deep knowledge of their business and clients; Production and certification of Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc); Monitoring and certification of Stress-Tests and regulatory metrics such as Value-at-Risk; Contribute to the backtesting of the VaR; Specific analysis to explain risk exposure and/or business performance to our different partners Monitoring of risk limit consumptions and follow-up of limit breaches […]
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