1) At the portfolio level: P&L, P&L attribution, Sensitivity's, and Risk measures (VaR, SVaR, ES)
2) Models, Calibration, and Market data
3) Risk Capital- Regulatory & Risk capital under Basel pillar 2 Internal Capital Adequacy Assessment. This includes quantification of risk capital.
4) Stress tests & Scenario Analysis.
On Top of that, A good knowledge of the latest market trends, global and local policy direction, Political risks, Geopolitical risk flashpoints, and be able to map movements in P&L at portfolio and desk level to market events.