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Credit Exposure Analyst
Eingestellt von Hydrogen Group
Gesuchte Skills: Vba, Sql
Projektbeschreibung
Responsibilities:
Perform quantitative impact analyses due to
- Regulatory rules (eg Basel 3)
- Change in model Parameters
- Methodology assumptions
- Data gaps
- Various improvements in the risk modelling framework (eg collateral haircuts)
Identify risk factors driving credit exposures and RWA
Help Front Office staff understand and mitigate counterparty credit risk.
Answer queries raised by Senior Management, Front Office, CVA and Regulatory Reporting teams.
Liaise with the Risk Change teams to implement or sign off changes to the risk engine.
The successful candidate will have a Degree in a quantitative discipline, knowledge of OTC derivatives including pricing, sensitivities and VaR, knowledge of Counterparty Credit Risk basics and solid SQL skills (VBA advantageous)
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
6 - 18 months
- Vertragsart:
-
Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung