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|Sector||Credit & Risk Management|
Global Bank seeking a Head of Portfolio Analytics to join their London office.
Responsible for the development of stress test and Pillar 2 methodologies that meets both internal standards and regulatory expectations. This will require significant engagement with areas such as Front Office, Traded Risk, Finance and IMR.
As well as making key decisions on the methodology, the role will be expected to either lead or significantly contribute to discussions on the appropriate implementation of the model.
Keep abreast of new and emerging modelling requirements and become the thought leader in how these should be addressed. Engage in industry discussions where appropriate.
Lead model initiatives to improve the transparency of the risk and capital measures originating from the models. This is to better inform senior management decisions..
Actively identify opportunities to re-engineer existing processes/models to drive efficiency and quality of outputs.
Skills/ Experience required
Strong analytical skills. Minimum Masters level in Math/Science/Engineering discipline
Extensive knowledge of trading book regulation
Extensive experience of developing risk and/or stress test models
Ability to assess market and regulatory trends
Good understanding of other areas, e.g. Finance, Credit, ALM
Strong leadership, communication and engagement skills
Persuasive, including an ability to influence without direct authority
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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