Enterprise Risk Management Analyst

4 days left

Recruiter
LMA
Location
London, United Kingdom
Salary
£300 - £350
Posted
12 Jan 2023
Closes
11 Feb 2023
Ref
18131511
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
This is a fantastic opportunity in the Capital Markets Team of this International Bank based in the ERM Team. This role is responsible for developing and maintaining the suite of risk reports, providing first review of risk appetite monitoring, and leading on key ad-hoc projects that feed into the key regulatory documents.

Main duties to include providing general support to the Enterprise Risk team across its primary duties.

• Involvement in the coordination and compilation of core regulatory documentation ICARA. Provide key components such as model risk management and liquidity stress methodology.

• Work with senior management, front office, Risk, Trade Analysis, Finance and other key stakeholders to design, develop and implement regulatory and risk monitoring reports.

• Undertake other regular tasks and ad-hoc quant/non-quant projects including VaR analysis, stress testing, and providing risk analysis for CM Ltd (e.g. on Volcker).

• Collection, management and review of MI and reporting and discussion of findings with Risk Management and front office colleagues; present findings to the senior management risk committee.

• Ensure the accuracy of data held on our systems to facilitate accurate and timely risk reporting.

• Support CM Ltd Risk Governance framework - RMSC, Board, Weekly Risk meeting. Coordinate New products process and Transaction Approval Process.

• Draft and review relevant risk related policy/procedural documentation.

• Involvement in business planning & limits calibration.

Knowledge of object-oriented programming skills (VBA is highly preferred, VC++ and/or Matlab is a plus).

Knowledge and experience of risk measurement methodologies and analysis would be required.

Strong data skills and risk reporting writing ideally required as required, to include risk appetite & stress testing and Pillar 2B analysis.

Experience of modelling would also be required to include Capital and Liquidity models.