AVP – Risk Manager Basel II/III recruitment
My client is looking for a candidate who has worked in a regulatory risk team covering counterparty models, Basel II/III and RWA. You will work with the relevant stakeholders (risk, finance, trading etc) to contribute to the pre/post notification process for AIRB changes and to give advice on RWA.
Responsibilities include:
- Drafting notifications of changes affecting AIRB regulatory capital for FSA (for example changes to the regulatory capital calculation, introduction of new counterparty models, recalibration of existing models or introduction of new sites).
- This includes, but is not limited to, liaison with subject matter experts (e.g. model developers, credit officers, IT developers), submissions to the regulators etc.
- Computing and managing the immateriality ratio
- Providing RWA advice to the business / credit executives on transactions.
Skills required:
- Quantitative subject preferably Science based, Mathematics or Finance/ Business/Economics.
- Knowledge of Basel II /III in relation to counterparty risk models (AIRB approach)
- Experience of regulatory reporting /data mining
- Experience of working within an investment banking /derivative product environment
- Previous exposure to probability of default, loss given default and exposure at default modeling
- Business experience of working within a credit risk department.
- Ability to think independently and question material presented.
If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or anna.purves@robertwalters.com quoting the Job Reference 1586020/APC
January 23, 2012
• Tags: Accounting & Finance careers in the UK, AVP – Risk Manager Basel II, III recruitment • Posted in: Financial