Description
Globally recognised Investment Bank is recruiting for a CCAR Risk Manager responsible for Equities scenario analysis relating to the CCAR framework.
Role
- Ensure full risk capture or given portfolio/products.
- Working closely with senior risk managers and quant analysts to ensure that the Equities cluster complies with CCAR requirements.
- Assist in the development of new scenario functionality enhancement needed to meet the requirements.
- Test and validate new scenario results to insure that they are in line with expectations.
- Validation of portfolio scenario results to insure that submissions are in line with expectations.
- Reviewing existing scenario methods and identifying gaps and suggesting improvements where necessary.
- Analysing scenario results at a granular level for reasonableness based on the products in question and their expected risk characteristics.
Requirements
- Good communication skills, multi-tasking, well organized.
- Strong quantitative skills including statistical analysis. Good understanding of data analysis techniques.
- Derivatives risks and knowledge of scenario and stress testing desirable.
- IT knowledge/skillsets including SQL, VBA, Excel
- Strong quantitative skills and knowledge of statistical analysis techniques.
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.