. The Associate Director is responsible for methodologies related to market risk management. The primary responsibilities... include developing quantitative risk models for Value at Risk (VaR) and stress testing purpose for various product types...
of risk. QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business... needs. Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the...
. The Associate Director is responsible for methodologies related to market risk management. The primary responsibilities... include developing quantitative risk models for Value at Risk (VaR) and stress testing purpose for various product types...