VP Credit Risk Reporting (Data Quality) recruitment
The role is to develop and document infrastructure and reporting solutions for the Bank. This will cover both Derivatives (OTC and Exchange/CCP traded) and security-financing Trading Book transactions, as well as Banking Book positions.
It would suit an individual with the intellectual curiosity to monitor and report the risk exposures in all types of risk inherent in a hugely diverse inventory of products, across all asset classes. It is a chance to enhance risk – and therefore RWA – accuracy, thus improving the bank’s ability to make decisions and be profitable. It is a rare opportunity to build a critical core of financial expertise and experience that will allow for career progression into front office, exposure management and risk management, among others.
To be considered, you should have good derivatives product knowledge and be an expert or advanced user of both Excel and Access. You should also have an in-depth knowledge of the VBA language and a strong track record in designing, building and automating reporting solutions.