Coordination of the monthly Market Risk committees (minutes, material preparation) as well as risk material production for other risk committees (governance, model, stress-testing). * Involvement in strategic market risk projects such as FRTB, EBA Benchmarking, EBA Stress Testing. * 3-5 years market risk experience and understanding of key market risk concepts, processes and models (e.g. traded products, VaR, stress testing, risk/limit management)
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