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FRTB/Market Risk/Model Risk Management/Credit Risk/Counter Party Credit Risk Professional
2 weeks ago
FRTB/Market Risk/Model Risk Management/Credit Risk/Counter Party Credit Risk Professional
Job Description:In our organization, you'll be part of a team that builds and nurtures positive working relationships with teams and clients. Your key responsibilities will include developing and validating risk measurement models for credit, market, and liquidity risk, building frameworks to ensure regulatory compliance, implementing regulatory change programs, designing and implementing capital management strategies and tools, and developing and validating risk measurement models for credit risk management covering credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD etc.), stress testing/CCAR models, and IFRS9/USGAAP impairment models.
Key Responsibilities:
