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Credit Risk Capital Management

  • Location: London
  • Salary: £60,000
  • Job type: Permanent
  • Job reference: 169494
  • Sector: Credit Risk, Credit Risk
Job Description

A leading Commercial bank is seeking  a new hire within their credit risk capital management team. The role with be working within the to between various parts of the business, on the end to end RWA process of new deal flows. This could involve supporting the front office on calculations surrounding RWA optimisation for complex deal structures or partnering with Risk and Capital Reporting on model enhancements. The role holder would work as part of the team that supports the approval of live transactions, being the SME for originators on techniques and topic across the business.

Applicants should have  would like someone that’s worked with wholesale portfolios and has an understanding of PD,LGD,EAD and EL. The role will be analytical and involve calculating RWA aswell as management and advisory surrounding these metrics.

The ideal candidate for this role will have:

  • Previous experience working in with wholesale portfolios

  • Knowledge of how RWAs are calculated and managed, including concepts of EAD, LGD, PD and EL

  • Advanced analytics skills especially in Excel

  • Understanding of reforms and the wider external regulatory environment, in terms of banks’ capital requirements

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