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Quantitative Finance · Glossaire

Qu'est-ce que « Risk quant » ?

Definition 18.3 The Industry: Firms, Roles and Careers · Chapitre 18 — Bank Quant

A risk quant is a quantitative analyst in a bank’s risk function who builds the models that measure the bank’s risk and its capital: value at risk and expected shortfall, stress scenarios, counterparty exposure, credit-risk parameters, and the models of the internal models approach.

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