Market risk scope 其實好大,主有PnL explanation team ,model risk team 同埋 risk approval team. PnL explanation team 主要係將 d product 既PnL
Break down 做greek 去睇,比番d trader 同埋 risk manager 睇番exposure. 而 market risk apporval team 主要係set risk limit framework , eg desk by desk 可以take 幾多 Vega or delta exposure,同埋當trader desk request one off limit increase 或者 trade 新product 既時候,會俾啲Market Risk comment 同埋決定俾唔俾trader 去 trade. 最後係 model risk / quant market risk, 主要係 review trading desk/ quant team 既 new model ,睇吓佢哋d model 有冇d咩 risk
Sor for 199999

