Business Analyst – Credit Risk recruitment
Credit Risk Business Analyst
Business Analyst – Credit Risk – Investment Banking – London – c.£70,000
Key Skills: Credit Risk, EPE, EE, CVA, Limits Regulations, Capital Reporting, Basel III, Stress Testing and Back Testing.
My client, a global investment bank based in London are looking to hire a Business Analysts with experience of EPE, EE or CVA to be part of a major strategic initiative to deliver an Expected Positive Exposure change programme.
The successful applicants will be tasked with defining processes of the business using EPE including Limits Regulations and Capital Reporting, definitions for Basel III, Stress Testing and Back Testing.
This client seeks candidates that have a solid background in investment banking, as to offer best practice opinions on relevant matters, experience from a software vendor or consultancy firm, ability to define requirements for Expected Exposures for a range of asset classes relating to both credit and market risk.
Candidates must have a strong understanding of EPE, EE and CVA and the various calculation methods for credit risk, whilst knowledge of counterparty risk would also be useful. Applicants must have excellent the ability to deal with senior stakeholders, strong presentation and communication skills and a complete understanding the full project life cycle.
In this role you will be involved with simulation methodologies, defining processes of the business using EPE including Limits Regulations and Capital Reporting, interfaces to other systems, testing including Stress Testing and Back Testing.
If you are interested in applying for this vacancy, please contact rsmyth@argyllscott.com.