Delivery Programme Manager – Market and Credit Risk recruitment
Delivery Programme Manager - Market and Credit Risk
My client a Global Investment Bank, is currently looking to hire a Delivery Programme Manager in Market and Credit Risk.
You will be required to: define a strategic roadmap to combine separate risk functions with a focus on integration Market Risk VaR components and Banking Book calculation models into the analytics framework and work in partnership with FO quants, system architects, high performance computing team and delivery teams on other team components.
You should have a proven track record in delivering complex platforms across multiple teams on a large scale; a good understanding in monte carlo methodologies and processes, within a counterparty credit risk environment; previous experience of VaR engines, calculating VaR, Stressed VaR, Marginal VaR; previous experience with counterparty derivative exposure engine calculating PFE/EEPE or CVA/DVA and experience with all software development lifecycle phases (requirements, development, testing, delivery, post go-live support).
This is an exciting opportunity to spearhead technical change within a high profile investment bank.
