What are the products, concepts, and models a risk manager must know? I'm not looking for an exhaustive list, but rather a general list as the one in Paul & Dominic's Guide To Quant Careers:
Products: Fixed income, bonds, swaps; Equity, dividends, derivatives; Currencies, role of foreign and domestic interest rates; Commodities, convinience yield et.; Exotics, main types; Credit derivatives.
Concepts: Risk, return and efficient frontiers; Delta hedging; Risk neutrality; The no-arbitrage argument; Market price of risk for non-traded quantities; Calibration; Static hedging using exchange-traded vanillas.
Models: Binomial model; Lognormal; Jump diffusion; Stochastic volatility; Interest rate model (single, multi-factor, HJM, BGM); Credit models (hazard rate, structural); Transition matrices; Numerical methods; Monte Carlo simulation techniques; Binomial scheme; Finite-difference methods; Numerical quadrature; Which method to use for which type of contract.
A list that "will ensure that you don't make an idiot of yourself by having major gaps in your knowledge".