Playing a role in the risk/ reward measuring process in daily working in the department;·
Measuring the losses that the trading room would experience under a variety of normal and extreme market conditions, for all our trading desks in the bank;·
Participating in evaluating and introducing new products and business;·
Programming tools in C++ and VBA to be used for risk management and reused for further research;·
Developing market risk technical documentation for measuring and reporting market risk management in the portfolios;