VP Credit Risk Methodology
This leading International Investment Bank seeks an experienced Credit Risk Methodology professional with a strong understanding of IMM and Basel Regulations to join their growing team. The role will report through to the Global Head of Credit Risk Methodology and will be responsible for providing analytical support to ensure that the Bank remains compliant with Internal Model Method (IMM) requirements.
Key responsibilities will include:
- Provide analysis for the Basel 2 and Basel 3 implementation of the IMM specifically in the context of BIPRU.
- Helping to co-ordinate regulatory responses with respect to the IMM Methodology.
- Assist in preparing waiver applications.
- Implement stress testing methodologies.
- Analysis of counterparty risk exposures.
In terms of experience, you will have:
- Advanced qualification (either an Msc or a Phd) in a numerical discipline.
- Experience working within the risk management function of a bank, regulatory body or consulting firm.
- An understanding of IMM and Basel Regulations.
- Experience interacting with the regulator.
- Monte Carlo simulation experience would be preferable.
If you would be keen to discuss this role then please email a copy of your resume to william.invine@hudson.com for a confidential discussion.
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