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AVP- Risk Quant

3 months ago

Abu Dhabi, Abu Dhabi, United Arab Emirates Capital Bank Of Jordan Full time
Review the model assumptions, model implementation and by implementing independent tests.

Recommend appropriate model reserves that would mitigate modellimitations / assumptions, used for pricingEnhance existing Market Risk Models used for VaR, ES and risk monitoring inthe following asset classes:
IR, FX, Equity, Commodity and Credit

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