Global Head of Credit Risk Analytics | Managing Director for a Global Tier 1 Investment Bank recruitment
Your responsibilities will include leading a Global team of 70 quantitative risk professionals as well as providing analytics support to the Risk Management Group. The areas you will cover will be firm-wide VaR, Exposure Management/CVA, Banking Book (IRB Modeling) and Portfolio Risk Analytics. You will also provide support to Market Risk and Prime Brokerage Risk Teams.
Due to the changing regulations of Basel and ICAAP you will be responsible for designing the risk framework to ensure compliance and efficiency. You will be in constant communication with the Global head of Market Risk as well as the CRO and senior members of the board. You will have 6 different groups directly reporting to you.
Because of the stature of this bank and the importance of this role, they are able to pay whatever it takes to get the best candidates to head up their teams. If you would like to apply for this role then please apply directly to this advert.
Keywords:
Credit Risk, Risk Analytics, Basel, Global head, Managing Director, CVA, IRB, PD, LGD, EAD, Portfolio Risk, Stress Testing, VaR, Counterparty Risk, risk methodology.