- Good knowledge of Derivatives, Secured Financing Transactions (SFT) trading products and typical risk profiles/sensitivities for underlying products.
- Ability to understand trade bookings and types to evaluate how exposures feeds and impacts Credit Risk systems across metrics such as Current Exposure, Potential Future Exposure, Expected Exposure etc.
- Awareness of different methodologies used by banks for ensuring capital Assurance. Evaluate the impact of aggregate transactions on RWAs and related capital requirements.
- Investigation / Analysis/ Resolution of issues in the Credit Risk engine associated with Data Quality, or as part of regulatory or internal requirements.
- Awareness of Monte Carlo Simulations applied on Product Silos.
Qualifications & Experience:
- Strong understanding of regulatory statutes and principles, Working knowledge of Basel initiatives.
- Strong domain knowledge across Financial Product or financial risk management, particularly Credit/Market Risk.
- Strong understanding of financial mathematics and statistics.
- Good knowledge of regulatory stress testing rationale, theory and demands. This includes but is not restricted to the Basel Standards and the various industry stress tests (ICAAP, CCAR etc.).
- 6-10 years of Financial Services experience, as part of a Financial Institution, within an advisory or consulting capacity or in a regulatory body.
- Having worked on projects in the capacity of a senior Business Analyst, as a consultant or from the perspective of a line user.
- Broad knowledge of banking products, including derivatives across multiple asset classes, risk management processes and BCBS regulatory principles.
- Strong written and verbal communication skills
- Proficient in Excel
- Degree education in a quantitative field (E.G. Finance, Economics, Engineering)
- Ability to manage a diverse and challenging stakeholder community to deliver change across multiple functions.
Desirable but not Essential:
- Post graduate degree or relevant qualifications (E.G. CFA/FRM/PRM Charter progress)
- Programming knowledge in Python, C# or Java
- Prior experience within Retail and/or Wholesale Credit Risk
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