The main areas of responsibility includes:
- Analysis of risk profiles and relevant risk metrics to make transparent any portfolio risks (VaR and Stress testing), various position risks, portfolio and country specific stress scenarios.
- Creating transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice
- Understanding of the quantitative pricing and risk management models, their risk drivers and the impact on reported trading P&L and risk measures. A particular focus will be the assessment of special market conditions and how they affect risk dynamics and could give rise to potential portfolio tail risks.
- Responsibility for the analysis and approval of new or unusual trades & innovative structures as well as new business initiatives prior to trading.
- Enhancing the risk control framework and participation in corresponding projects in order to accommodate product innovation and regulatory developments.
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