Description
My major banking client is currently searching for a Market Risk CVA Analyst to work with their Traded Risk Control. This will involve the daily delivery of CVA VAR and CVA Risk reports as well as an understanding of changing regulatory requirements as applicants will be required to work with Change Delivery to improve infrastructure.
The Traded Risk function have a number of internal models that must be approved by the PRA and system implementations must be in line with impacts due to VAR and Capital Requirements.
Key Skills:
*Good Market Risk Knowledge
*Experience of Delivering reports (VAR & CVA
*Understanding of surrounding regulatory requirements
APPLICANTS ARE NOW BEING TAKEN FOR IMMEDIATE CONSIDERATION
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.