Personal Information
Organização/Local de trabalho
United Kingdom United Kingdom
Cargo
Quantitative risk analyst
Setor
Apparel / Fashion
Marcadores
risk
market
derivatives
stress test
commodities
pd
basel 2
eba
rwa
frtb (fundamental review of the trading book).base
es (expected shortfall)
ccar
stress testing
dodd frank
historical/ monte-carlo/ variance-covariance
crm (incremental risk charge)
irc (comprehensive risk measure)
rating scale
gini
var (value-at-risk)
basel iii
capital charge
low default portfolio
basel 3
liquidity
value-at-risk
cva
collateral
scoring
optimization
lgd
credit risk
var
model review
hedging
options
gamma
exotic
trading
barrier
commodi
rate risk
trading book
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