Description The Quantitative Risk Manager is responsible for developing & sometimes leading the development of Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. He/She also works to develop & sometimes lead the development of strategies to perform back-testing to ensure the adequacy of margin coverage & model assumptions. Principal Accountabilities: ??? Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures. Ensure that the model is up to date with the proven theories in the field. ??? Enhance existing risk
This job listing is no longer active.
Check the left side of the screen for similar opportunities.