Credit Risk Reporting - Backtesting Team Lead - CCR - Analyst

London  ‐ Onsite
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Description

Credit Risk Reporting - Back testing Team Lead - CCR - Analyst

A Tier One Investment Bank is seeking a talented and confident individual to lead their Credit Risk Reporting Back-testing team.

The successful candidate will have a thorough understanding of Credit Exposure Methodologies and Back-testing, and is expected to work closely with IT, QA and CDRM in improving the reporting processes.

Key functions and duties of the role include:

- Establish Back-testing reporting processes for regulatory framework

- Work closely with Quantitative Analytics, IT and Counterparty Derivatives Risk Management in producing Monitoring Packs

- Maintenance of data quality

- Assist teams with Report Automaton

Key Requirements candidates must have:

- Degree in Math-related subject

- Solid understanding of derivative products and credit risk methodologies

- Experience carrying out analysis of EEPE and PFE

- Experience working to regulatory and internal governance requirements

Start date
ASAP
Duration
3 months
From
Nicoll Curtin Technology
Published at
21.06.2013
Project ID:
555131
Contract type
Freelance
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