Posted By
Posted in
Banking & Finance
Job Code
505592
Mandatory Skills :
market Risk,RWA reporting,VaR, Stressed VaR
Qualification in finance, accountancy, business management or previous experience in risk management (Market Risk and Credit Risk) is essential.
- Highly competent in the production of information, and the ability to process and analyse large volumes of data.
- Excellent communication skills
- Excel and VBA skills are a pre-requisite
- Ability to work under pressure and to tight time-lines is essential
- A detailed understanding of the credit risk measures like PD, EAD, LGD, Expected Loss, Unexpected Loss and credit risk concepts like counterparty credit risk, credit derivatives.
- An understanding of market risk measures such as present value of a basis point (PVBP) and VAR, or detailed understanding of the valuation of capital markets and derivative products is desirable.
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Posted By
Posted in
Banking & Finance
Job Code
505592