AVP – Risk Manager Basel II/III recruitment
My client is looking for a candidate who has worked in a regulatory risk team covering counterparty models, Basel II/III and RWA. You will work with the relevant stakeholders (risk, finance, trading etc) to contribute to the pre/post notification process for AIRB changes and to give advice on RWA.Responsibilities include:Drafting notifications of changes affecting AIRB regulatory capital for FSA (for example changes to the regulatory capital calculation, introduction of new counterparty models, recalibration of existing models or introduction of new sites).This includes, but is not limited to, Read more […]