Credit Portfolio Risk Consultants x2 recruitment
Credit Portfolio Risk Consultants x2 required at Leading Investment Banking Consultancy. You will be responsible for advising clients on best practice in Credit Portfolio Management (modelling loans derivatives and bonds) firm wide Economic Capital Assessment and Regulatory Capital.
Due to unprecedented demand from Top Investment Banking Behemoths, my client needs 2 Credit Portfolio Risk Consultants to join this successful Team.
You possess excellent understanding of loan and or derivative Portfolios and the assessment of credit risk on these, including tail risk, economic capital, valuations and management.
You have key exposure in one or more of the following areas, modelling and measurement of Counterparty Credit Risk, with particular focus on internal model method, including risk factor simulation, product valuation and Risk Weighted Asset calculations RWA .
Strong knowledge and practical understanding of the Credit Valuation Adjustment CVA, from a regulatory , accounting and business perspective.
Incremental Risk Charge (Basel 2.5) - direct experience of developing and implementing methodologies for IRC with particular focus on default and migration risks as well as the comprehensive risk measure.
Ideally you will have Capital Management and optimisation- including examples of Capital Optimisation structures and techniques with particular focus on more recent regulatory changes.
You possess a strong quantitative degree in applied mathematics, engineeering, physics or related discipline.
In this Consultative role it's vital that you possess exceptional communication skills, manage diverse issues and have the ability to resolve problems quickly effectively and with empathy.
Contact: Ben Baxter
Email: ben@its-city.com
Telephone:0203 283 4096