Global Financial Services firm with an established reputation is seeking to hire a Quantitative Risk Analyst to work within Global Retail & Commercial Banking. You will work as a part of a larger team of 10 analysts which has global coverage.
You will take primary responsibility for the measurement and management of regulatory capital, economic capital and economic profit. You will work as part of a dynamic team whose proactive and innovative risk and capital management approach will lead to key business decisions, creating value across the organisation.
The team assists senior management with a diverse range of strategic business issues. You will take responsibility for monitoring and analysing capital, ensuring that capital demand is understood and accurately measured & calculated – supporting senior management.
Role Responsibilities
Act as deputy to the team leader
Analyse the movement/change of Economic and Regulatory capital.
Understand and explain the alignment or otherwise of Economic to Regulatory Capital.
Monitor and report key financial/capital ratios for senior management.
Measure the benefits provided by securitisation and credit risk mitigation proposals from a Regulatory Capital and Economic Capital point of view.
Provide support for capital planning and stress testing process.
Occasional travel to other offices in EMEA to provide support
Develop models to help understanding capital demand/consumption or impact depending on scenario considered
Ensure continued compliance with the Basel 2 regulations.
Provide support to Capital Strategy Management.
Ensure effective and clear communication.
Candidate Requirements
Degree educated in a numerate subject (e.g. Mathematics, Statistics, Economics, Physics).
Fluent in English & at least one other language
Experience of working in a risk and/or strategy environment
Good understanding of capital and return measures, Economic and Regulatory Capital and Economic Profit
Understanding of credit risk management models and measures.
Understanding of portfolio modelling concepts underpinning Regulatory and Economic Capital modelling.
Understanding of Basel 2 regulations, their limitations and how to use them to drive commercial value.
Contact Us
For more information regarding the role, organisation and the career development opportunities available within our client, please contact James Yeo at:
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
