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