We offer:
- To be able to learn quickly to decipher key risk moves and will be given the opportunity to explain risk moves across the franchise to Senior Management
- Representing SRM to Senior Management, presenting analysis to US CRO, UK CRO and the Head of Strategic Market Risk.
- Firmwide risk analysis:
- Identify and analyze market and credit risk across all business areas and asset classes
- Analysis and commentary on VaR, Economic Capital, Scenarios and Exposure measures and outputs and stress tests
- Work with external groups to present changes in risk measures
- Develop tools to better understand and communicate risk concentrations and drivers of risk and capital
- Create and deliver presentations designed to articulate key risks to senior risk management, auditors, regulators and other non-risk forums
- Engage and build relationships with colleagues across the firm to identify and develop an understanding of risk issues that could affect the firm.
- Responsible for delivery of the CARMC Key Risk Exposure report provided to IB RMC and CS MCR
- Additionally they will be responsible for the delivery of the Investment Banking Weekly Risk Report which is a key exposure review of all asset classes provided to Senior Management across the franchise.
- Responsible will be given autonomy on many projects and expected to be independent, without much junior support
You offer:
- It is essential that the candidate can perform the role effectively and efficiently due to deadlines and sensitivity of the numbers produced.
- Knowledge of financial products is essential, including an understanding of risk greek representations.
- A solid understanding of risk management concepts such as VaR, stress testing and economic capital is required. A general understand of regulatory capital frameworks, such as Basel 2.5, is ideal.
- Candidate will be given autonomy on many projects and expected to be independent, without much junior support. Careful, meticulous, good housekeeping habits.
- Good at multitasking..
- Strong proficiency with PowerPoint and Excel is required; VBA or other programming skills as well as a working knowledge of databases and SQL is advantageous; more generally,
- The candidate needs to be very comfortable using a variety of IT applications.
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