VP – Credit Risk/Basel II Reporting recruitment
In this role, you will work in a high performing team responsible for the risk reporting and Basel II requirements for credit risk.
You will provide the business with the data and analysis to be able to manage and monitor the EMEA and UK legal entity counterparty portfolio risks; specifically producing detailed EMEA, UK legal entity and FSA required reports. You will perform segmental analysis of the group portfolios, covering: geographic trends, credit rating distributions, stress loss scenarios, concentration risks and wrong way risk etc.
Work produced needs to be both timely and accurate. It is therefore essential that candidates are able to demonstrate diligence as well as highly developed quantitative and investigative skills.
The successful candidate will have strong academics and detailed knowledge of VBA coding within Excel, combined with a good understanding of SQL querying language. Experience in risk reporting and strong knowledge of Basel II is essential.