their ambitions. We are currently seeking an experienced professional to join our team in the role of Traded Risk Stress Testing... In this role, you will: This role sits in (i) Wholesale Credit and Market Risk (Group), (ii) Traded Risk team, (iii) Stress...
their ambitions. We are currently seeking an experienced professional to join our team in the role of Traded Risk Stress Testing... In this role, you will: This role sits in (i) Wholesale Credit and Market Risk (Group), (ii) Traded Risk team, (iii) Stress...
of back testing results and escalate anomalies for further analysis and model calibration. Support enhancements to the stress.... As one of the world's largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled...
of back testing results and escalate anomalies for further analysis and model calibration. Support enhancements to the stress.... As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled...
, Non Traded Market Risk (NTMR), etc Understanding of regulatory stress testing scenarios including Recovery and Resolution... concepts including stress testing metrics such as ILST and the ILAAP framework Experience in working in Treasury & ALM...
-testing of various scenario models Responsible for trouble shoot and propose resolution on data quality issue impacting risk... including stress, scenario testing and additional measures. Support development of market-based asset/trade valuation...
-testing of various scenario models Responsible for trouble shoot and propose resolution on data quality issue impacting risk... including stress, scenario testing and additional measures. Support development of market-based asset/trade valuation...