Risk Validation Associate
Full Job Description
- Carry out independent review of market and credit risk models including checking of assumptions and highlighting any vulnerabilities. This involves building and checking against alternative models.
- Perform routine stress testing and scenario analysis covering all risks, this includes providing explanations of significant movements
- Check on-going performance of market and credit risk models.
- Provide meaningful metrics and trends covering all risks for discussion within Risk management and for committee meetings
- Highlight key risks at Enterprise level for discussion and escalation
- Ensure infrastructure and processes are efficient and drive changes to ensure robust controls
- Developing Policies and Procedures as necessary
- Testing of new risk platform - Quic
- Dealing with and providing information to auditors and regulators as necessary
- Adhoc projects as required
Required skills and experience:
- Sound experience within risk environment preferably focussing on credit risk.
- Degree in a numerical bias, analytical subject. Strong mathematical background.
- Good understanding of cash and derivative products.
- Excellent Excel knowledge, experience of VBA and statistical software preferable
Person profile:
- Excellent communication skills as role requires project managing and collaboration with others within the firm
- Highly motivated and innovative with ability to work on own initiative
- Accuracy and attention to detail is essential.
- Ability to work to a high standard and to tight deadlines
- Good time management and ability to prioritise.
- Good risk and control mindset
- Good team player with professional attitude
A leading international bank
50-70K
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13248232
Michael Page International is a world leading recruitment consultancy.
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