Trade RWA Analyst recruitment
The Role
Analysing the global trade and working capital portfolio to identify opportunities for risk weighted assets (RWA) optimisation.
Provide advice and capital allocation recommendations to management on the optimal portfolio mix across trade and working capital products, geographies and client segments.
Development of the portfolio analytics that provides an overview of how the global trade and working capital portfolio is performing to target returns on capital
Design target portfolio and drive portfolio strategy through optimising factors such as portfolio diversification, credit quality (as measured through PD, LGD, EAD, EL etc.), RWAs, risk capital and return on risk.
The Candidate
Strong quantitative degree in mathematics, finance or related discipline
Previously worked with Risk Weighted Assets
Excellent understanding of regulatory and economic capital calculation methodologies.
Good knowledge of Basel II and III regulatory and prudential standards
If you would like more information, please contact Jamie Brimage on 02034650110 or e-mail Jamie.brimage@Hays.com