Sunday, July 18, 2010

Responsibilities of a Risk Analyst


  1. Update risk analytics in the trading book, monitor exposures and put trades that will potentially violate hard limits on watch list.
  2. Monitor the spreads for a universe of reference entities, tracking down the largest movers, largest notionals. Report results with graphs and summaries across different industries, ratings, and maturities.
  3. Review the market risk movements.
  4. Assess for approval the credit risks arising from new products.

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