Market Risk Analyst – ERC recruitment
Key objectives include:
• Calculation, analysis and reporting of Traded Default Risk - Economic Capital, Incremental Risk Charge RWA charges for bank-wide trading activities
• Liaison with Risk Management, Trading desks, Finance to validate explain material risk moves in daily / weekly exposures and capital charges.
• Management of critical stress testing control process, involving what if scenarios for EC and IRC-RWA based on the weekly results across all business lines
• Analysis reporting of TCP Global Portfolio report.
• Implementation IRC methodology projects in partnership with Risk Management, RAI, and the Business
• Co-ordination with the IT on existing tactical platform and migration project to the strategic platform
The function is centred in London, supported by client facing teams in North Americas APAC region.
The successful candidate will provide analysis of weekly capital charges of the portfolio also lead / support business-specific change initiatives across x-business Issuer Risk portfolio.
If you have previous experience of calculation, analysis and reporting of Traded Default Risk of economic capital within a top tier investment bank please send your CV to emma.finch@bruinfinfnacial.com or call me directly on 0203 145 3369.