Chase

Chase

CIB Risk [Multiple Positions Available]

New York, NY, United States

Sponsorship not specifiedDetected 2 days ago

About the role

  • Design methodology for the forward simulation of risk factors in the firm's trading book for the calculation of Value at Risk (VaR) and Risk Not in VaR.

Responsibilities

  • Design methodology for the forward simulation of risk factors in the firm's trading book for the calculation of Value at Risk (VaR) and Risk Not in VaR.

This listing is sourced directly from Chase's careers page and normalized into a canonical job model.