- Joined
- 1/14/16
- Messages
- 2
- Points
- 11
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 are popping in my mind. I am still very much in a mindset of being in a control function within Risk Management i.e. being responsible for on-going management of the firm's key risks and controls, making sure the firm is within several risk limits by measuring and monitoring risks, as well as reporting breaches, scenario analysis and stress testing, capital adequacy, among others.
In the new FE function I will have to "look at volatilities, greeks, look at opportunities of improving capital and limits utilisation cross desks/books/asset classes, market risk analysis, ..." - a much more mindset of development rather than control.
My questions are:
- how exactly would you describe this FE risk function?
- what are the typical tasks that a FE risk manager performs on a daily basis, always with the view of supporting the business?
- what is the business/traders expectations of this function in the floor?
I truly appreciate any hints, opinions, suggestions...
Thanks.
CC
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 are popping in my mind. I am still very much in a mindset of being in a control function within Risk Management i.e. being responsible for on-going management of the firm's key risks and controls, making sure the firm is within several risk limits by measuring and monitoring risks, as well as reporting breaches, scenario analysis and stress testing, capital adequacy, among others.
In the new FE function I will have to "look at volatilities, greeks, look at opportunities of improving capital and limits utilisation cross desks/books/asset classes, market risk analysis, ..." - a much more mindset of development rather than control.
My questions are:
- how exactly would you describe this FE risk function?
- what are the typical tasks that a FE risk manager performs on a daily basis, always with the view of supporting the business?
- what is the business/traders expectations of this function in the floor?
I truly appreciate any hints, opinions, suggestions...
Thanks.
CC
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