Basel II/III Specialist recruitment
Working in a team of specialists, responsibilities will include the pre/post notification process for AIRB changes, computation and management of the immateriality ratio and credit risk RWA advice.Main Duties:Drafting notifications of changes affecting AIRB regulatory capital for FSA, including changes to the regulatory capital calculationintroduction of new counterparty models, recalibration of existing models or introduction of new Barclays sites). This includes, but is not limited to, liaison with subject matter experts (e.g. modeldevelopers, credit officers, IT developers), submissions Read more […]