Wholesale Portfolio Risk Manager for Global Tier 1 Bank – United Kingdom recruitment
The successful candidate will be involved with the efficient management of capital under Basel II regulatory framework as well as the management of default and migration risk of the loan book and also market risk on any related hedging instruments.
The role is incredibly dynamic; therefore you will have the responsibility of liaising with external and internal groups ranging from the technology to the treasury department. Additionally you will have a dotted line of communication into the CRO and will be responsible for contributing to policy setting and the group’s methodology. This allows you to really contribute to not just the immediate group but the company as a whole.
The ideal candidate will have the following experience and skills:
• An MSc or PhD in a Scientific Subject (e.g. Mathematics, Statistics, Physics etc)
• 2+ years experience in the Portfolio Risk space
• Experience of regulatory framework such as ICAAP and Basel II
• Detailed experience in Back Testing, Stress Testing
• Understanding of MKMV is desired but not essential
• Excellent knowledge of Wholesale Products
This is a huge opportunity to work with a massive portfolio in an extremely dynamic and developing team; therefore the hiring team are willing to pay an exceptional salary in order to ensure they get the very best candidates.
If you would like to apply for the role then please send your CV