Publiée le 16 août 2026 · Nous avons confirmé le 26 sept. 2026 qu'elle est toujours active
Cette entreprise est la vôtre ?Proven experience in traded risk and market risk model validation or development Strong knowledge of market risk models including VaR, Stressed VaR, IRC, Expected Shortfall and DRC Solid understanding of stress testing and pricing modelling techniques Familiarity with regulatory frameworks including Basel 2.5 and FRTB Proficiency in at least one programming language such as Python, R, Matlab, C++ or VBA Strong statistical and financial modelling skills with ability to analyse complex data Excel…
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