Pubblicata il 16 ago 2026 · Abbiamo verificato il 26 set 2026 che è ancora attiva
Questa azienda è tua?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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