Market Risk RWA Senior Analyst

About the role

This position is part of the Market Risk RWA (Risk Weighted Assets) calculation team that is responsible for implementing RWA calculation methodology and related analytics. Interact with Front Office and Risk Management on regular basis to reconcile risk data points, verify calculation parameters and support attestation of final capital

What you'll do

• Responsible for implementing RWA calculation methodology and related analytics
• Interact with Front Office and Risk Management on regular basis to reconcile risk data points, verify calculation parameters and support attestation of final capital
• Engage with technology for the development of enhanced risk calculations, analytics, reporting and UAT testing on behalf of the team
• Build strong relations with various partner groups and stakeholders, including Market Risk Managers, Trading desks, technology etc

What you need

• Market risk
• Reporting
• Risk management
• BA