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|Sector||Credit & Risk Management|
Global Bank seeking a Stress & Scenario Calibration Analyst to join their London office.
Participate in market and traded credit risk policy development.
Coordination, tracking and delivery of reporting responsibilities to appropriate quality levels within SLA's
Evidencing of necessary controls and checks underlying reporting
Manage scope extensions and process improvements to BAU reporting
Define new processes and project engagement to embed these as appropriate
Ad hoc duties e.g. establishing new controls, participating in working groups, new initiatives, regulatory driven impact studies
Skills/ Experience required
Pricing or Valuation Control experience, more specifically understanding of IPV (Independent Price Verification) processes, bootstrapping techniques, model parameters controls, statistical techniques and data cleansing
Experience on market data management, data cleansing and sourcing
Experience in analytical reporting, e.g. explain of a transformation by decomposition
Proven relevant working experience in a Global Markets environment, with relevant exposure in the risk industry an advantage
Have an understanding of market or credit risk management techniques, systems, processes and functions including VaR/Stress Testing and the Greeks, ideally through line experience.
Product knowledge across multiple assets classes - Fixed Income, Equity, Commodity, FX, etc.
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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