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var	9169
credit	5794
operational	4312
value	3732
copula	2895
stress	2573
portfolio	2388
capital	2260
liquidity	2148
management	1945

MOST OFTEN CITED

Coherent Measures of Risk	435
Modelling Extremal Events for Insurance and Finance	228
Value at Risk: The New Benchmark for Controlling Market Risk	208
An Overview of Value at Risk	134
Optimization of Conditional Value at Risk	119

Resources for Risk Managers to Increase Their Effectiveness
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Dynamic Value-at-Risk	29274
Efficient Monte Carlo Methods for Value-at-Risk	24533
A Comparative Analysis of Current Credit Risk Models	23376
Valuation and Risk Metrics	19855
Coherent Measures of Risk	16176
The Quantification of Operational Risk	12643
Visual Portfolio Analysis	12447
Incorporating Stress Tests into Market Risk Modeling	11343
Guidelines on Market Risk: Stress Testing	8395
An Empirical Evaluation of Value at Risk by Scenario Simulation	8064

CAREER CENTER

New Job Postings

Senior Risk Management / Portfolio Manager - FX/Sovereign/Emerging Markets	Comprehensive Recruiting Salary: 300k plus (Negotaible)	Los Angeles, CA	22 Nov
Global financial institution is looking to hire an experienced risk management professional with experience in FX/Sovereign/E...


Equity Risk Management	Comprehensive Recruiting Salary: Negotiable based on exper...	New York City, NY	22 Nov
Our client is looking to add an Analyst to the Risk Management Team that will be responsible for engaging in risk and perform...


Senior Risk Management / Portfolio Manager - High Yield Credit	Comprehensive Recruiting Salary: 300k plus (Negotiable)	Los Angeles, CA	22 Nov
Global financial firm is looking to hire an experienced risk manager to focus on High Yield Credit products.


Market Risk Manager - Equities & Fixed Income	Comprehensive Recruiting Salary: Negotiable based on exper...	New York City, NY	22 Nov
Global Investment bank is looking to hire a risk manager with a financial control background.


FX MARKET RISK ANALYST	Comprehensive Recruiting Salary: $open	New York City, NY	22 Nov
Sr. Market Risk Analyst, requires experience in Foreign Exchange (FX). Report VaR, stressed risk, calculation of Greeks, li...


RISK MANAGEMENT/ VP-CORPORATE RISK GROUP	Comprehensive Recruiting Salary: $ OPEN	New York City, NY	22 Nov
Risk Management VP- Corporate Risk group / New York City


Head of Risk Measures & Analytics/ NYC	Comprehensive Recruiting Salary: $$- Open	New York City, NY	22 Nov
Implement and Manage a Global Enterprise Risk Management System for Counterparty and Market Risk. Requires diverse product k...


Market Risk QA	Integrated Management Res... Salary: Open	New York City, NY	22 Nov
Global Investment Banks seeks a testing Guru with a passion for testing.


Funding, Liquidity and Interest Rate Risk Specialist	Integrated Management Res... Salary: $Open	New York City, NY	22 Nov
Would you like to participate in the effect of banking operations on the nation's economy? This organization offers a company...


Market Risk Examiner	Integrated Management Res... Salary: Open	New York City, NY	22 Nov
Would you like to participate in the effect of banking operations on the nation's economy? This organization offers a compan...


Strategist Analyst	Integrated Management Res... Salary: $Open	New York City, NY	22 Nov
Top Tier Investment Bank seeks a Strategist Analyst to support Banking Strategies group in New York. Candidate must possess...


Hedge Fund Market Risk Manager	Executive Search Consulta... Salary: Base/Bonus	New York, NY, 10010	22 Nov
Major Hedge Fund seeks top talent for their Risk Team working with Portfolio Managers on Market Risk


Market Risk Modeling Analyst	Morgan Stanley Salary: not disclosed	USA-NY-New York City	20 Nov
See job description below


Market Risk Quantitative Analyst/Associate	Morgan Stanley Salary: not disclosed	USA-NY-New York City	20 Nov
See job description below


Associate - Market Risk - Portfolio Risk	Morgan Stanley Salary: not disclosed	USA-NY-New York City	20 Nov
See job description below


Derivative valuation	Focus Capital Markets Salary: to 200,0000	New York City, NY	20 Nov
Develop and implement valuation models and risk management tools for extremely complex structured securities and derivatives...


Futures and Options Trading Room Risk Analyst - New York	Analytic Recruiting Inc. Salary: Compensation Competitive	New York City, NY	20 Nov
Major International Bank in NY is looking for a Futures and Options Market Risk Analyst to join the Risk Management team.


Quantiative Risk Analyst - Valuation of Credit products	Huxley Associates Salary: 100000 - 150000 USD + bon...	USA-NY-New York City	20 Nov
Valuation team within Market Risk Management at an International Bank is hiring Credit specialist to collaboratively work on...


Actuarial Analyst - Equity Risk	Ashton Lane Group, Inc Salary: Excellent Base & Bonus	Philadelphia, PA, 19019	20 Nov
Supporting the annuity hedging strategy of a leading financial institution.


Senior Risk Analyst	Integrated Management Res... Salary: $Open	New York City, NY	20 Nov
This World Leader in execution and clearing services for exchange-traded and over-the-counter derivative products, as well as...


Modeling Strategist Associate	Integrated Management Res... Salary: Open	New York City, NY	20 Nov
Top Tier Investment Bank seeks an Associate level Modeling Strategist possessing a PhD in a related field (Mathematics, Physi...


Senior Market Risk Manager	IJC Partners, LLC. Salary: Base+Bonus	New York, NY, 10017	19 Nov
Global Investment Bank is looking for a senior market risk manager in the equities and derivatives area.


Senior Quantitative Risk Manager	IJC Partners, LLC. Salary: base & bonus	New York, NY	19 Nov
IJC Partners, LLC has been tasked with staffing several hedge funds in their risk area


Quantitative Derivative Market Risk	Ashton Lane Group, Inc Salary: Excellent Base & Bonus	Philadelphia, PA, 19019	19 Nov
Supporting the annuity hedging of a global investment bank


VP Equity Derivatives Valuations	Ashton Lane Group, Inc Salary: Excellent Base & Bonus	New York City, NY, 10001	19 Nov
Leading the independent price verification of a global investment bank


Chief Risk Officer	Not Disclosed Salary: competitive	New York, NY, 10017	19 Nov
Top Multistrategy Hedge Fund seeks Chief Risk Officer.


Chief Risk Officer - Top Tier Hedge Fund	Analytic Recruiting Inc. Salary: Compensation Competitive	New York City, NY	19 Nov
Prestigious $10bn+ multi-strategy hedge fund, stable with good performance, is seeking a Chief Risk Officer.


Market Risk –Structured Credit/Corporate Credit	Analytic Recruiting Inc. Salary: Competitive Compensation	New York City, NY	19 Nov
Broker-Dealer located in suburban NYC is looking for a Market Risk Manager to cover their Structured Credit and Corporate Cre...


Team Leader - Fixed Income Risk Mgmt	Analytic Recruiting Inc. Salary: Compensation Competitive	New York City, NY	19 Nov
A leading international bank is seeking an experienced risk manager for active hands-on oversight of its Fixed Income global...


CMO Valuation Associate/VP - NY	Analytic Recruiting Inc. Salary: Competitive Compensation	New York City, NY	19 Nov
Large International Bank located in NYC is looking for an Associate/VP to be responsible providing independent valuations Age...


More at the GloriaMundi CareerCenter provided by eFinancialCareers.com.

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animated correlation network model of US equities from 8/1/2007
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by Reggie Smith

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