Credit Risk (regulatory)RWA Analyst recruitment
Job Duties:
1) Support monthly Basel 2 RWA credit risk sign off by providing commentary analysis
2) Provide detail commentary on periodic movements across a number of data points
3) Experience in using risk models - EAD/RWA/EL
4) Support the day to day capital control framework
5) Support the activities of: Basel policy working groups; model development and validation teams; and the risk requirements
6) Provide meaningful review and challenge to assigned divisions on key issues identified during the cycle.
7)Achieve an understanding of period-on-period movements in credit RWAs for assigned divisions
Skills:
Candidate should have prior experience in a Basel 2 credit risk reporting role and be very comfortable working with and analysing large datasets. As such needs to be highly proficient in excel and database management tools - experience using SAS would be desirable