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We are looking for a Risk Analyst to join the Global Traded Risk Control Aggregation department within one of the wolrds largest financial institutions Group. This team measures and monitors globally credit and market risks arising from lending and trading activities as well as credit approval for large corporate, financial institution and sovereign exposures.
The Global Traded Risk Control Aggregation (TRC) ensures that stress testing is performed across the group in line with best practice for the purpose of (i) risk management, (ii) compliance with the Basel II/III regulatory framework and (iii) meeting enterprise-wide stress testing needs. One of the primary objectives of this team is to ensure that stress testing is executed successfully and consistently across two risk types: market risk and counterparty credit risk. The scope of the team is both the trading and the banking books.
The team is responsible for stress testing activities for both on-going risk management and Enterprise-Wide stress testing. Due to increasing regulatory requests, the role will manage the transition of Enterprise Wide Stress Testing from an ad-hoc activity into a regular function.
This role sits in (i) Wholesale Credit and Market Risk (Group), (ii) Traded Risk team, (iii) Stress Testing team.
This role sits at group level and covers a large scope of risks, stakeholders and geographies. This is why the ability to prioritise tasks efficiently is a key skill.
This position acts as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.
This position has also a significant exposure throughout the Group because it is responsible for providing guidance to regional stress testing team.
Must have a degree or equivalent in either Maths or Economy
Good knowledge of financial markets
Strong understanding of market risk and counterparty risk concepts