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Abu Dhabi

    AVP- Risk Quant - Abu Dhabi, United Arab Emirates - Capital Bank of Jordan

    Capital Bank of Jordan
    Capital Bank of Jordan Abu Dhabi, United Arab Emirates

    1 week ago

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    Description

    Review the model assumptions, modelimplementation and by implementing independenttests.

    Recommend appropriate model reserves thatwould mitigate model

    limitations / assumptions,used for pricing

    Enhance existing Market RiskModels used for VaR, ES and risk monitoringin

    the following asset classes: IR, FX, Equity,Commodity and Credit.


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