EMEA Credit Risk Management, Vice President - London, United Kingdom,
The employer is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
- Lead and contribute to high profile regulatory projects and initiatives, including Solvent Wind Down, ad-hoc regulatory information requests and remediation plans;
- Contribute to the enhancement of the Counterparty Risk Management processes and infrastructure, leading cross-asset projects and model enhancements;
- Support credit professionals with ad hoc portfolio analysis and investigations;
- Work with Credit Risk Analytics and IT teams to review model implementations, including testing and review of portfolio impact;
- In the capacity of a model owner, work with Credit Risk Analytics and Model Risk Management teams to ensure Counterparty Credit Risk models satisfy all internal and external requirements, challenging model developers and leading model approval through key stages of the model governance.
- Good knowledge of traded products products is essential, including an understanding of Credit Risk metrics and corresponding regulatory capital calculations;
- Good knowledge of derivatives modelling, preferably from a quantitative perspective;
- Good understanding of the regulatory environment, impact of upcoming regulations and their implications;
- The role involves working closely with other areas within the Firm and the candidate must possess strong verbal and written communication skills, be able to develop quality working relationships and drive global projects across multiple stakeholders;
- Strong proficiency with SQL and Excel is required. In general, the candidate needs to be comfortable using many tools to obtain and understand risk information;
- Previous involvement in credit risk modelling or change management roles is advantageous