Risk Controller – Risk Data Quality recruitment

The role is to develop and document infrastructure and reporting solutions for the Risk Data Quality team with a particular focus on the Credit Risk side. This role covers both derivative and secured-financing Trading Book transactions, as well as Banking Book positions. It would suit an individual that is looking for exposure to all types of credit and market risk present in a hugely diverse inventory of products, across all classes of asset, on the books of one of the largest and most innovative banks in the market.

It is a rare opportunity to gain a broad range of skills and experience that will allow for multiple career progression opportunities thereafter.

Person Requirements

You will be currently at the top of your game in either a Credit or Market Risk role and looking for your next challenge. 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) to mention but a few. 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 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.An awareness of key banking book concepts as well as an understanding of Counterparty Credit Risk, metrics and associated data flows will be skills used daily.

Techical: Excel and Access, including an in-depth knowledge of the VBA language.

Finance Professionals is part of Hydrogen Group.