Career Center

Career Center

Job Seekers, Welcome to AAPL Career Center
Search Filters
Use this area to filter your search results. Each filter option allows for multiple selections.
Search Results: 40 Jobs
Create Alert
Loading... Please wait.
Sorry, we couldn't find any jobs that match your criteria.

Loading... Please wait.
Senior Market Risk Analyst
Key Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended. Ability to enhance and optimise the Internal ETRM system and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Validate all front office models (including pricing and valuation models) and exotic deals used for calculating end of day Greeks and MtM covering Gas/Hydro/Pump storages, Power plants, contracts (swing), Options (spread, basket of indices, barrier vanilla), Linear products etc. Experience calculating PFE, EPE and EN

This job listing is no longer active.

Check the left side of the screen for similar opportunities.
Loading. Please wait.
Powered By Naylor Association Solutions