VP Quantitative Market Risk Manager-New York in New York, NY

The role of this VP Quantitative Market Risk Manager is to analyze the Bank's market risk exposure on a day-to-day basis for various financial products within the Interest Rate Derivatives, the Equity Derivatives and the FX Derivatives books as well as other quantitative related topics. It involves the analysis of the pricing models and its sensitivities that are used in the various non-linear portfolios, functioning as a linking pin between the Quants of Market Risk Management (located in Europe), the Quants of Front Office (located in Asia and Europe) as well as the market risk managers of the derivatives. The Role

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