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Traded Credit Risk Analyst, Canary Wharf

Eingestellt von Hyphen


"Traded Credit" Risk Analyst, Market Risk, VaR, Canary Wharf, 6 months

I currently have an exciting opportunity for a experienced Risk Analyst with extensive exposure to
"Traded Credit" to work on a market risk methodology project which would cover bond spreads, distressed credit and the credit treatment of developed sovereigns.

All Skills need to be CLEARLY VISIBLE within your CV/Application:

-Understand the products traded and trading strategies used.
-Identify all sources of market risk.
-Develop and specify the internal market risk models.
-Understand risk models (VaR & RNIV) currently in use and proposed changes under FRTB regulations
-Development and implementation of risk methodologies to be used for market risk measurement under FRTB
-Define and specify implementation of stress scenarios for non-modellable risk factors.
-Define and specify implementation for standard rules capital calculation (sensitivity based approach) at group and trading desk levels.
-Evaluate the impact of the new models and capital rules
-Ensure that any significant tail-risk is highlighted to the Scenarios team.
-Collaborate closely with the Model Validation group to ensure that the risk sensitivities used for risk calculations are appropriate.
-Collaborate closely with the data team to ensure that the historical data used in calculations are appropriate.
-Collaborate closely with the change teams, to ensure that any changes to methodology are appropriately project-managed for implementation.
-Ensure that all risk models are adequately documented for both internal and external (eg regulatory) purposes.
-Strong Academic background required.

If you wish to apply for the above position, please call me or email.

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion.

Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.


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