Traded Risk Quant - Senior AVP - GDM

Traded Risk Quant - Senior AVP - GDM Miejsce pracy: Kraków Your responsibilities Identify areas for improvements, automation and enhanced controls for risk models for all asset classes. Assess and validate performance of the models using real world data. Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation. Develop new models (methodology and computing tools) to cover new / identified risks. Articulat…