Sen. Market Risk Manager
Your field of responsibility The new role will support the Fundamental Review of the Trading Book (FRTB) Internal Model Approach (IMA) delivery within the Global Market Risk – Portfolio Analysis team. The individual will be responsible for the analysis of portfolio changes and IMA eligibility testing (backtesting and P&L attribution testing), as well as compiling suitable MI to be shared with Senior Management. The candidate will design and implement new market risk dashboards and reporting […]
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