You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs
Job Summary
You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders.
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral).
Matching Summary
You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
Skills & Requirements
Must-have
Credit risk calculations
Capital planning
Counterparty Credit Risk Calculations
Credit Risk RWA management
Financial resource consumption analysis
Quantitative and analytical skills
C++ or Python programming
Nice-to-have
Strategic re-development of calculation platform
Incentive structures for businesses
Alignment across Front Office, Risk, Finance
Banking businesses and products understanding
Continuous learning culture
Key Requirements
In-depth knowledge of European banking regulations