IMM Basel II/III SME recruitment

The Main Duties of the role include:

• Application for and maintenance of Basel II / Basel III IMM regulatory approvals

• Liaising with Subject Matter Experts

• Pre and post notifications for both IMM and AIRB

Ideally the suitable candidate will have the following experience

• Basel II/III knowledge in relation to counterparty exposure models (IMM approach)

• Derivative product knowledge

• Credit Risk and AIRB approach

• IMM waiver application experience