Your field of responsibility
This is a SME / individual contributor role to start with. After demonstrating a good understanding of the underlying risk measures, exposure computation methodologies and underlying system and data flow, the candidate would additionally have team managerial responsibilities.
The role would require the candidate to build and demonstrate expertise for the risk measures validations, exposure explain and reporting across products and regulators (FINMA, IHC, PRA, CNMV).
The candidate will also manage the key Change initiatives from functional impact standpoint. The role aims to provide a very good understanding on various aspect of Credit & Capital Risk, regulatory aspects and Change initiatives
Your future colleagues
The role sits within Risk Data Management organization. The team is responsible for validating, analysing, explaining and adjusting various Credit / Capital risk measures - Potential Exposure (PE), Expected Positive Exposure (EPE), Exposure at Default (EAD).
The team is ultimately responsible for ensuring accuracy and timeliness of the deliverables to the downstream consumers across Credit (CRM) and Capital (BMR Basel Measurement and Reporting, Market Risk Management (MRM) and the Front Office Trading Businesses.
We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values.
Remote Working?N / A - pending TWWW agreement
Your skills and experience
To excel in this role, you should possess below :
6-8 years of proven work experience in Credit Risk or related control function, with strong knowledge of derivatives and good understanding of Risk management tools and techniques is essential
Strong analytical skills to identify the scope of issues and ability to provide appropriate solutions
Good knowledge of risk management principles and risk measurement methodologies
Outstanding ability to work around complex data systems. Strong problem-solving skills
Expert presentation and communication skills, especially with stakeholder groups, including senior management face-off
Partner management experience
Desirable skills and experience : Experience in credit risk exposure analysis and prior people management experience
Dedication to fostering an inclusive culture and value diverse perspectives.