We are looking for a Risk Business analyst translating Risk business requirements into core banking and Global Markets system data points.
They would also be working with ALM and Capital management business teams to rationalize Risk reporting systems' reported numbers with the Bank's Financial Balance sheet.
Senior Quantitative Risk Analyst
Overhaul/redesign of IRB credit risk parameter (EAD/LGD/ PD) under Basel IV requirements.
Nice to have
Candidates with professional certification such as CFA, FRM or CQF would be preferred. **
English: C1 Advanced