Responsible for Market Risk Analysis focusing on Credit business, the role holder should:
- Ensure that accurate risk is reported against all limits set in the trader mandates.
- Maintain strong internal controls and a well controlled reporting environment.
- Work with other team members globally to expand best practices.
- Work closely with Market Risk Managers to provide analysis and support.
- Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
- Ensure that production tasks are offshored where possible in line with strategy.
- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
- Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
- Work with CTB team to ensure strategic systems rollout is delivered on schedule.
Work with RRA (Reg and Risk Analytics) to review the risk models (IRC, products pricing, curve calibration…)