One of the firm's main tasks is developing VaR models and risk calculation to measure and quantify the market and portfolio risks. Models and risks calculators are built from two complementary perspectives. Certain models and calculators are specifically built to capture the core risk factors of the portfolio. Other models are more generic in nature and capture the market risk associated with trading and hedging strategies. The task focuses on the general methods of modeling portfolio risk, including VaR, stop loss control, optimization analysis, hedging risk modeling and other quantitative approaches.
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Provident Capital Management LLC
16192 Coastal Hwy
Lewes, DE 19958
Phone: 302.294.7144
E-mail: contact@providentcm.com
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