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Credit Risk Reporting - Backtesting Team Lead - CCR - Analyst
Eingestellt von Nicoll Curtin Technology
Projektbeschreibung
A Tier One Investment Bank is seeking a talented and confident individual to lead their Credit Risk Reporting Back-testing team.
The successful candidate will have a thorough understanding of Credit Exposure Methodologies and Back-testing, and is expected to work closely with IT, QA and CDRM in improving the reporting processes.
Key functions and duties of the role include:
- Establish Back-testing reporting processes for regulatory framework
- Work closely with Quantitative Analytics, IT and Counterparty Derivatives Risk Management in producing Monitoring Packs
- Maintenance of data quality
- Assist teams with Report Automaton
Key Requirements candidates must have:
- Degree in Math-related subject
- Solid understanding of derivative products and credit risk methodologies
- Experience carrying out analysis of EEPE and PFE
- Experience working to regulatory and internal governance requirements
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
3 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
Sonstiges