Models monitoring recruitment

You will be looking at risk engine inputs, processes and outputs, ensuring data and system errors are spotted and remedied before data passed downstream to capital calculation and other key processes, explain moves in key risk metrics whether market move, portfolio change and data/system error, etc.

You will have strong understanding of risk exposure metrics (PFE, EPE, EEPE) and Basel model (PD, LGD, EAD), various traded products and have advanced skills in VBA and SQL.

For further information, please contact Ivana Nestorova on ivana.nestorova@eamesconsulting.com