Credit Risk Project Manager- Basel III

London  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Keywords

Description

Credit Risk Project Manager-Basell III- Monte Carlo-Trading Books

The role sits in the EPE (Exposure Project Enterprise) Programme, which is working on several change projects and initiatives.

The Project Manager will be responsible for a team of 15-20 people some based in the UK and some based in India, the focus of which will be one large project and several small initiatives.
There is a strong focus on FSA regulations specifically with IMM Projects and Basel III.
The Project Manager will be working closely with the CVA team and FX IR Improvement team.
The role sits in the Change team but a strong understanding of technology is essential.

The role will focus on all of the asset classes in the IMM model both cash and derivatives products, although the role will eventually end up focussing on one asset class in particular.

Key requirements
* Project Management - Prince II not essential
* F2B projects - ie an IT awareness is essential
* Trading Book Credit risk - essential and key
* Change management
* Derivative instruments
* Basel III - appreciation very beneficial
* IMM Projects FSA
* Monte Carlo risk engine
* Experience of working
* Quantative project experience

7 Fifty Two Solutions is acting as an Employment Business in relation to this vacancy.

Start date
n.a
Duration
6 months
From
Generic Network
Published at
29.11.2011
Project ID:
274815
Contract type
Freelance
To apply to this project you must log in.
Register