Description
Capital Risk Senior Analyst- ERC, Modelling, Frameworks, Canary Wharf 6m
A Tier One Investment Bank requires a Senior Risk Analyst to join their team in Canary Wharf on an initial 6 month Contract.
You will join a newly formed Enterprise Risk Team who have a focus upon Risk and Capital Management. This role will focus upon the Capital element looking at ERC and Loss Absorbing Capital calculations and models.
You will be involved in:
-Providing expertise on hedging options, supporting management in Capital Calculations
-Providing assessment on the suitability of different capital calculations inclusive of Economic Loss Protection
-Provide Expertise on ERC Model and their coverage of capital resources
-To Develop and expand the suite of tools to measure business performance
-Facing off against key business stakeholders inclusive of Capital Management Group, Treasury, Finance & Front Office
-Develop the linkage between the capital plan and risk appetite inclusive of the affect of stress on the business and its impact on Capital
All Skills need to be CLEARLY VISIBLE within your CV/Application:
-A good understanding of broad risk measurement and capital frameworks, including one or several of Capital Instruments, Capital regulation, Market Risk, Internal Capital models such as economic risk capital and Credit Risk management as it applies to Private/Retail Banking or to Investment Banking.
-A thorough understanding of VaR, IRc and RNIV models.
-Experience in the development and usages of risk adjusted return on capital (RAROC) or similar techniques.
-Knowledge of other areas such as Liquidity Risk or Capital Management would also be useful.
-A degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant field ie MSc, CFA, FRM, PRIMA would be an added advantage.
-Excellent product knowledge in either one product area or good product knowledge across a diverse range of products.
-Excellent derivatives product knowledge.
-High standard of written English, and experience of producing and delivering presentations to senior forums; liaising with senior stakeholders.
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, we may however keep your details on file for any suitable future vacancies and contact you accordingly. 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.