Basel 3 CVA analyst recruitment
Basel 3 CVA analyst
We are looking for an experienced candidate with a wealth of knowledge gained from a banking background within Market risk and CVA analysis. You will need to have some solid academics with a quantitative or mathematical degree and ideally an MSc or above. Qualifications such as a CFA of FRM would be beneficial but not essential.
The Role will aide in the existing Basel 3 CVA RWA cluster team and you will support the :
- UAT Testing - This will be reconciled between tactical and strategic processes
- Analyse and produce impact analysis for new trades, regulatory rulings, hedging activities and new profiles
You will need to possess knowledge within credit risk metrics including EPE, PFE, EEPE and you will need to understand such things as netting agreements, ISDA Documentation and CSAs and have knowledge around Basel 3, counterparty credit risk, RWAs and capital adequacy.
There is a strong requirement for solid communication skills, interpersonal skills and the ability to deal with a variety of stakeholders. You will need an in depth knowledge of products across asset classes and you will need to be enthusiastic and up for a challenge
