Market Risk Analyst – ERC recruitment
Key objectives include:• Calculation, analysis and reporting of Traded Default Risk – Economic Capital, Incremental Risk Charge RWA charges for bank-wide trading activities • Liaison with Risk Management, Trading desks, Finance to validate explain material risk moves in daily / weekly exposures and capital charges.• Management of critical stress testing control process, involving what if scenarios for EC and IRC-RWA based on the weekly results across all business lines • Analysis reporting of TCP Global Portfolio report.• Implementation IRC methodology projects in partnership Read more […]
February 3, 2012
• Tags: ERC recruitment, Market Risk Analyst, Risk Management careers in the UK • Posted in: Financial • Comments Off on Market Risk Analyst – ERC recruitment