Description
Quantitative BA - Counterparty Credit Risk - Basel III - London
My client a Tier One Investment bank based in London, is looking for a Quantitative Business Analyst with extensive Counterparty Credit Risk experience to join a growning and exciting risk project within a technology focused business area.
The client is in the midst of a large reform programme around their credit risk calculation engines and the downstream reproting systems they have in house. The successful candidate will come on board to drive forward analysis processes around both of these evolving systems, therefore it is entirely essential that candidates have an in-depth understanding of Sensitivities, Counterparty Credit Risk, Risk engine frameworks and Risk reporting systems. This role sits within a technology focused business area therefore previous exposure to technology and a basic understanding of SQL is necessary. Candidates will need to have an understanding of Counterparty Credit Risk models and own an ability to identity current and potential upcoming issues surrounding outcomes from Counterparty Credit Risk models.
This role sits within a regulatory space, the client is in the midst of the ongoing implementation of Basel III into the Counterparty Credit Risk space, therefore it is essential that candidates have extensive Basel III knowledge and experience in the implementation of this regulation.
The client is in the midst of a large period of growth; as this project has been identifed as a focal point for the bank within the next 12 months. The candidate will work to ensure the smooth changes within this space and will become a key catalyst to change within the area. It is essential that candidates have a solid background within Investment Banking.
Skills:
- Delivery focused Business Analyst
- Familiar with Financial Institutions
- Have a good process background
- Strong Counterparty Credit Risk Knowledge
- An understanding of sensitivities
- A strong understanding of risk reporting systems
- Exposure to risk engine frameworks
- Strong understanding of a development environment
- Strong understanding of Agile & SQL
- Solid understanding of business analyst processes
- Ability to create functional and no-functional documentation
- Strong MS Office skills
- Fluent written and spoken in English
- Excellent communication/presentation (oral and written) and report writing skills