market risk

  1. ccoinotna

    Front End Risk: Going from back to Front

    Good morning all. First of all, I apologize in advance if the topic I'm raising has been debated already in this forum. If that's the case, please kindly point me in the right direction. I have a general idea of what is expected of a Front End Market Risk analyst but have several questions that...
  2. V

    CVA Exposure

    Hi All, Was trying to research on CVA, but sadly am not an expert on this side. Can anyone throw some light on "What can be the best way for Banks to decrease its CVA exposure?"
  3. holbond

    Model validation vs market risk

    Hi guys, I am a recent MFE graduate. I started as a model validation analyst in big4. I validated so far retail models for an investment bank for ccar submission. Mostly regression models. I recently got a job offer from an invesetment bank as market risk associate. Involves CVA...
  4. mame_is_me

    Any good books for risk quant?

    Hey there, I'm looking for some books on market risk or counterparty risk for risk quant. Does anyone have some suggestions? Thanks very much!
  5. QuantNet

    A Day in the Life of a Market Risk Analyst

    In this article, one of QuantNet members describes a typical day as a market risk analyst in a big financial institution. The author holds an MFE degree. 6:45 am – Alarm clock goes off. The good side is that it’s a Friday and I have a weekend to rest. So I quickly get up, take a quick...
  6. Andy Nguyen

    A Day in the Life of a Managing Director Market Risk

    In this article, one of Quantnet’s Wall Street Senior Executives describes a typical day in his life as a Managing Director in Market Risk at a bulge bracket investment bank. 06:05 - Wake up, shower, dress 06:10 - Briefly question career choice, think about sleeping in and applying for job...