The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs
Job Summary
The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs.
Key responsibilities include analyzing regulatory and internal calculations, building prototypes for capital planning, and providing expertise in RWA management.
The company offers a hybrid working model, competitive salary, generous holiday allowance, life assurance, private healthcare, and flexible benefits.
Matching Summary
The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs.
Skills & Requirements
Must-have
quantitative analytics
credit risk modelling
C++ or Python programming
Risk Weighted Assets (RWA) management
financial resource calculations
Nice-to-have
collaboration with stakeholders
continuous learning culture
diversity and inclusion
Key Requirements
Strong quantitative and analytical skills
Excellent computing and programming skills
Understanding of banking businesses and products or accounting rules
Good experience with credit risk and associated reporting
Experience with data models and designing new calculation processes