Risk Controller – Credit Risk Data – AVP recruitment
This is a fantastic opportunity to join a brand new team covering data quality - timeliness, accuracy and completeness of all input and output data - across the whole risk architecture. The role is to develop and document infrastructure and reporting solutions for the Data Quality team with a particular focus on the Credit Risk side. It is tasked with building a robust system of governance that will ensure the integrity of the control environment within Risk.
Responsibilities include:
- Ensure data and system errors are spotted and remedied before data passed downstream to capital calculation and other key processes
- Ensure data providers provide clean data at all times
- Explain moves in key risk metrics whether market move, portfolio change or data/system error
- Coordinate and plan workflow within the team, document appropriately
- Perform root cause analysis and identify resolution plans and owners for all errors
- Document issues and associated resolutions for use within the BAU team
- Design new controls to ensure timely issue identification and resolution
- Sourcing data from multiple systems, databases and other sources
- Extensive use of SQL to VBA to design, build and automate extraction and validation processes.
- Joining, processing and enrichment of data from multiple sources.
Skills required:
- You will be working with a broad range of risk metrics, from Current Exposure (CE) to Potential Future Exposure (PFE), via Expected Exposure (EE) and Expected Positive Exposure (EPE). As such an understanding of Basel 2 concepts policy is important (e.g. EAD, PD, LGD, RWA), as well as a keen interest in impending Basel 3 changes relating to CVA.
- With good derivatives product knowledge and an understanding of security financing trades you will be comfortable dealing with the key stakeholders/collaborators at all levels in a Credit Risk department.
- Knowledge of SQL and VBA to design, build and automate extraction and validation processes
- Experience in designing, building and automating reporting solutions using common desktop tools, upsizing to strategic solutions where necessary
If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or anna.purves@robertwalters.com quoting the Job Reference 1667410/APC
June 10, 2012
• Tags: Information Technology careers in the UK, Risk Controller – Credit Risk Data – AVP recruitment • Posted in: Financial