Talent Scout at Winfort
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Manager - Market Risk/FRTB (4-10 yrs)
The role holder should:
- Support the preparation, execution and reporting of the regulatory FRTB QiS exercise for the Market Risk function.
- Implement prototype to manage the QiS exercise
- Work with other team members within London, Paris and our global hubs, to ensure accurate execution of the FRTB methodology within in house built systems and tools.
- Work closely with cross asset Market Risk Managers to provide detailed analysis and support.
- Implement additional FRTB reporting and analysis in conjunction with Market Risk Management requirements.
- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
Technical Skill Requirements
- Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
- Understand key risk factors for Equity products and how they are measured.
- Thorough understanding of the Market risk function.
- Ability to design and implement normalized databases.
- Knowledge of Bloomberg and Summit
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