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Stress and Scenario Calibration Analyst

Salary Competitive
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/28801
Contact Tim Holbrough
Date posted 10-05-2018

Global Bank seeking a Stress & Scenario Calibration Analyst to join their London office.

Key responsibilities

• 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

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Contact Tim about this job

AVP, Consultant