Associate/Senior Associate - Global Risk - CRA - CECA - Investment Bank

Role & Responsibilities:

- The role will require detailed understanding of Risk Models & Methodology, Quant analysis and Risk exposure calculations in Prism

- Successful applicant will be required to become the economic capital SME

- Provide Economic Capital overlay / explain to counterparty movements and act as the business challenger to the methodology team

- Provides support for Monte Carlo simulation and inputs into the calculation

- Ability to query and transform data through SQL and Python Scripting

- A direct faceoff with Credit Risk Management and Business to provide Economic Capital exposure drivers & details.

- Strong understanding of EE, PE,EEPE, MTM

- Involve in data clean up, analysis and resolution of data integrity, upstream booking and data issues that lead to inaccurate RWA's being reporting.

- Liaise with various divisions within the Firm and assist with the investigation of other exceptions related to trade processing, collateral and netting issues.

- Respond to various ad-hoc requests as they come into the Capital Reporting team

Key Skills:

- Strong communication skills, with the ability to articulate business requirements with the methodology team, whilst also able to support non-technical management

- Process optimisation knowledge together with ability to design and lead improvement

- Strong and detailed understanding of Credit Risk exposures, Model & Methodology with evidence of success in analysing counterparty risk data

- Good knowledge of traded products (FX, Derivatives, SFTs etc.), exposure measures such as potential exposure / credit limits and processing.

- Good knowledge of the front and back office processes, concepts and strategies.

- Good knowledge of Basel 3 / CRD4 IMM requirements and EPE concepts as they relate to exposure & regulatory capital reporting.

- Strong organisational skills, multi-tasking and detail oriented, with the ability to work well under pressure and meet deadlines.

- A good understanding of the evolving Regulatory environment and its challenges

- Experience with Regulatory & Economic capital