Job Description

Support the Advanced Market Risk (VaR, Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure, Risks not in VaR) and XVA Risk capital calculations, reporting and analytical review for the UK and European regulated entities
Deliver insightful analysis and management information to support review and assurance of the Market and CVA Risk regulatory capital position and provide clear, concise and precise responses to information requests from senior management and regulatory authorities
Maintain robust processes in support of regulatory, data quality, policy and model control and compliance
Develop new analytical review tools/capabilities and maintain existing data analysis frameworks
Develop and maintain comprehensive process and evidentiary documentation in support of process transparency, business continuity and periodic internal audits
Foster good relationships with stakeholders in Analytics, Middle Office, Operations, IT, Finance/Regulatory Control

Qualifications

Masters or equivalent degree in finance, economics, mathematics with excellent academic background
Excellent interpersonal and communication skills. Capable of communicating clearly and concisely to various levels of audiences
Excellent Excel and Powerpoint skills, with databases and programming experience SQL, Access, VBA, Python etc.
Strong organisational skills to meet challenging objectives and manage competing priorities
Highly motivated self-starters who can work independently with minimal supervision and with a strong client focus
Good working knowledge of banking and markets and their fundamentals, and an interest in risk management in financial institutions.
Education: Any Graduate
Industry: Financial Services/Stockbroking

Skills Required