Risk Analytics - London, United Kingdom

Only for registered members London, United Kingdom

20 hours ago

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Job summary
Risk analytics team is responsible for the development of model methodology for capital forecasting under stress scenarios across risk stripes (market risk, credit risk, CVA) which feed directly into the firm's internal and regulatory capital calculations and risk management frameworks.

Responsibilities
  • Development, enhancement and maintenance of market risk (e.g. VaR, FRTB SA, IRC) and credit risk (e.g. stressed EADs, PDs, CVA) capital projection models under stress scenarios to ensure ongoing appropriateness and adaptations to new regulations.

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