For many members have transmitted a request to examine my CV-- information currently exhibited on the CV is for my use only and would for a strong regard, violate security

For a revealing information on what my job is - you may enjoy a reading- or simply a cursory inspection.... please now enjoy yes

In my daily job performances, complex financial mathematics and financial risk managements, Value at Risk (VaR) is a widely used risk measure of the risk of loss on a specific portfolio of financial assets. For times when a portfolio, probability and time horizon, VaR is defined as a threshold value such that the probability that the mark-to-market loss on the portfolio over the given time horizon exceeds this value (assuming normal markets and no trading in the portfolio) is the given probability level.[1]

now members, please utilise as an example, if a portfolio of stocks has a one-day 5% VaR of 1 million pounds, there is a 0.05 probability that the portfolio will fall in value by more than 1 million pounds over a one day period if there is no trading. Informally, a loss of 1 million pounds or more on this portfolio is expected on 1 day in 20. Please now for more explanation, A loss which exceeds the VaR threshold is termed a “VaR break.”[2] Thus now members of site, VaR is a piece of jargon favoured in the finance teams for a percentile of the predictive probability distribution for the size of a future losing times

This section is removed for loaning off my CV

A financial holiday is approaching in the US--- and down time will be utilised by me and my injury from the train is created my problems at my firm that trades in our business unit

For members, that now have a strong understanding of m job, please enjoy.

For members, that require more information for understanding, this can provided without any offence or concerns.

Cheers, PIN