Capital BA recruitment
You will be working on Basel III/CRD4 capital impact assessments. Specific businessrequirements of the role include:* CRD4 quantifications and generation of business level management information e.g.CVA risk capital charge, changes to default risk methodology e.g. RWAs on exposures toclearing houses, specific wrong way risk, incorporating changes to the margin period ofrisk, CVA offset, asset value correlation charge on large FIs and unregulated FIs etc.* Collaboration with front office stakeholders to analyse impact assessments, investigatedrivers of charges, scenario analysis, discussion of business Read more […]
August 3, 2012
• Tags: Accounting & Finance careers in the UK, Capital BA recruitment • Posted in: Financial • Comments Off on Capital BA recruitment