Tier One Investment Bank: Risk Data Quality (AVP/VP) recruitment
The role is to develop and document infrastructure and reporting solutions for the Risk Data Quality team with a particular focus on the Credit Risk side. This role covers both derivative and secured-financing Trading Book transactions, as well as Banking Book positions.
It would suit an individual that is looking for exposure to all types of credit and market risk present in a hugely diverse inventory of products, across all classes of asset, on the books of one of the largest and most innovative banks in the market.
It is a rare opportunity to gain a broad range of skills and experience that will allow for multiple career progression opportunities thereafter.
My client is looking for an individual who:
- has experience working within a credit 'production' function: checking, analysing, scrubbing, reporting credit or capital numbers
- has experience processing, analysing or scrubbing risk engine data inputs or their associated exclusion and/or exception reports
- understands basic derivative products and risk concepts;
- understands what the common risk and capital numbers represent and how they are derived;
- understands the fundamentals of how risk engines work;
- knows the key data flows and architecture within a credit risk infrastructure;
- has good data mining skills, for example using Excel and Access (even better, SQL, VBA, etc)
- understands how a credit risk department is organised and what functions are contained;
- understands the role of Risk in a bank and it's interrelationship with Front Office, Finance, Legal and Collateral Management, among others.
This is a fantastic opportunity to join an ambitious and expanding global player in the financial industry.
Please apply online or call Adam Grant on (+44) 207 469 8955
To find out more about Huxley Associates please visit www.huxley.com
