VP – Credit Risk, Regulatory Capital – Basel 2/3, OTC Derivatives – Top-tier Bank
JOB DESCRIPTION
We are working with a large bank’s credit risk rating and capital team, and we are looking for an experienced risk manager to join the group as a VP. We are looking for individuals with an expert product knowledge of OTC derviatives and familiarity of Basel 2/3 regulations. The team is filled with highly intellectual and technical individuals who value personal contributions in thought leadership and technical ability. It is a very collaborative and collegial environment that works closely with the various businesses, allowing for greater exposure and movement.
If you are a Basel capital expert and have a thorough understanding of the regulatory capital calculation process, this is a great opportunity to leverage your experience and pursue professional growth in this well-renowned bank.
Location: New York, USA
Responsibilities:
- Developing Basel compliant capital methodologies and calculating regulatory capital
- Interacting with business units to perform capital impact analysis
- Understanding the capital calculating process (especially the data flow), checking the data, and performing reconciliation
- Writing up the business requirements and documentation for reports and system implementation
- Managing projects and presenting to senior management on updates and results
Requirements:
- Minimum MS in a quant discipline (i.e. statistics, mathematics, econometrics, finance, etc)
- Minimum 5-7 years industry experience in Basel 2/3 regulatory capital calculation and/or reporting
- Solid knowledge of OTC derivatives and Basel 2/3 RWA calculations
- Understanding of corporate lending and credit/market risk
- Excellent communication skills (written and verbal)
- Proficiency with SQL (required), Access, VBA
In Return:
- A huge opportunity to join and thrive in a leading quant team in a top banking institution
- Very analytical exposure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: risk management, Basel, otc, derivatives, regulatory capital, RC, RWA, credit risk, credit risk capital, capital methodology, capital accuracy, capital impact, capital monitoring, reporting, SQL, Access, VBA, New York, USA
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: Kasey Churchill
Contact Telephone Number: 310-807-8050
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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