Risk measures and sensitivities
A skill of the kind “technical knowledge”, listed by 22 roles, 14 of them as critical.
Also described as
- greeks risk
- market risk
- risk limits
- sensitivities
- stress testing
- value at risk
- VaR
- greeks
- delta
- DV01
- risk metrics
- market risk measures
Roles that need it
Where the weights come from
The weight is this skill's share of each role; the weights of one role add up to 100 percent.
Source: the EFO role catalogue, built from the ESCO classification and reviewed by the editors.
Critical for
- Market Risk AnalystYour role
- Trading AnalystYour role
- Model Validation AnalystYour role
- Traded Risk AnalystYour role
- Operational Risk AnalystYour role
- Investment Risk AnalystYour role
- Product Control AnalystYour role
- Quantitative Analyst (Desk Quant)Your role
- Securitisation AnalystYour role
- Structuring AnalystYour role
- Quantitative DeveloperYour role
- P&L AnalystYour role
- Valuation Control AnalystYour role
- Balance Sheet Control AnalystYour role
Important for
- Markets Sales AnalystYour role
- Risk Advisory ConsultantYour role
- Internal Audit ConsultantYour role
Supporting in
- Portfolio Manager AssistantYour role
- Fund Selection AnalystYour role
- Index & ETF AnalystYour role
- Investment Product SpecialistYour role
- Performance & Attribution AnalystYour role
Processes where it is used
- Market risk measurement