Market Risk/Quant Role - CFQ - BFS

Knowledge of the following subject areas:

- Risk Management: Market risk and/or counterparty credit risk identification, measurement, reporting, governance, risk appetite and limits structures

- Capital Management: regulatory or economic market risk and/or counterparty credit risk capital management (e.g. Economic Capital, Basel II, 2.5, III, Fundamental Review of the Trading Book), including modeled measures and standardized RWA calculations

- Stress testing: market risk stress testing, regulatory stress testing (e.g. Comprehensive Capital Analysis and Review), including the Global Market Shock risk weighted asset projections, and pre-provisional net revenue projections.

- Modeled risk measures: market and counterparty credit risk model risk development, management, and/or related business processes for market risk sensitivities, stress test, Value at Risk, Expected Shortfall, or other similar risk

- Derivatives valuation: Understanding of pricing derivatives transactions,

- Credit Valuation Adjustment/Debit Valuation Adjustment/Funding Valuation.

- CQF certification is a must.