Tier One Investment Bank looking for Credit Risk Reporters (VP) recruitment
The first role involves redesigning and implementing a new backtesting reporting process which will be fit for transition into Basel III. The role requires exceptional product knowledge and spans all asset classes. The candidate will be carrying out periodic movement analysis on the portfolio and therefore, applicants must be familiar with EEPE and PFE.
A MSc in a quantitative discipline from a highly respected university is required.
Candidates must also have a good working understanding of the main derivative products and credit exposure methodologies.
The second role involves producing risk reports for stakeholders, group risk and external regulators. The candidates will act as a point of contact for reporting requests from different departments and will be expected to utilise their Credit Risk knowledge to translate requirements from regulatory bodies and act as a data specialist offering guidance to report requestors.
Candidates will have at least a degree from a highly respected university and will have had extensive experience in a relevant role within an Investment Bank.
They must also understand key risks and controls with key risks and controls within an investment bank.
An FRM and/or CFA qualification and/or knowledge of SQL Server Enterprise Manager would be highly preferential.
Please apply online or call Adam Grant on: (+44) 207 469 8955.