market risk RWA models within the bank's Risk Modelling COE group. This role will drive the production needs and support... as well as US regulatory framework. Role Objectives Lead the development of CCAR market risk RWA framework to provide...
) years of relevant work experience - Knowledge of market risk modelling methodologies (Greek-based value-at-risk... as a result of credit, market, liquidity, model and other risks. Background on the Position The role is within Firm Risk...