There will be two phases to this project;
Phase 1 to allow trades to flow through to Traded Risk infrastructure and relevant consumers followed by requirement for Market Risk RNIV and CCR.
Phase 2 Ability to support 'Advanced' Risk model calculations through IMM Counterparty Risk CCR models and Market Risk VaR models across all risk measures
Experience and Key skills :
- 2 years+ experience in either Counterparty and Market Risk or Trading
- Strong technical understanding of market risk calculation and counterparty risk calculation and aggregation
- Strong understanding of underlying models in the valuation/risk space.
- Ability to interpret complex risk reports from multiple sources and ability to identify key material risks
- Understanding of counterparty risk regulation and incoming regulatory directives
Eames Consulting is acting as an Employment Business in relation to this vacancy.