AVP - Incremental Risk - Investment Bank

AVP - Incremental Risk

- Liaising internally with business managers within RAR to help make IRC transparent to front office clients, including explaining day-to-day movements, performing ad-hoc analysis and answering technical or background questions on the model and requirements.

- Researching, developing and implementing new modelling, calculation and reporting approaches in a continuous improvement cycle. This includes adjusting model parameters, dealing with performance issues, and scheduling a formal IT update cycle.

- Maintaining comprehensive documentation for the model and its implementation and assisting in regulatory dialogue (e.g. by preparing presentations on the model).

Essential

- Master’s degree in finance, mathematics, econometrics, engineering or other quantitative subject.

- 5-7 years experience in quantitative risk management in financial services.

- Experience of credit risk portfolio models would be an asset, preferably from within a risk management department.

- Experience with Basel II would be advantageous.

- Ability to communicate logically and precisely, including writing extended documentation.

Contact - suparna@ikyaglobal.com