experience in business analysis or in core Market Risk module and project implementation. Previous experience on implementing... must have thorough understanding of regulation on "Minimum requirement of Market Risk capital charge" Must have working understanding...
Lead and implement Market Risk and Counterparty Credit Risk frameworks in alignment with Basel III/IV, FRTB..., and other regulatory requirements. Develop and validate risk models, including VaR, Expected Shortfall, IMM, SA-CCR, and XVA methodologies...