Job Description:
Good understanding of Market Risk metrices VaR ES or Credit Risk metrices PD EAD LGD PFE EPE etc.
Control testing and assurance related experience within Market risk/Counterparty credit risk domain would be a big plus. (2LoD or 3LoD capacity)
A good understanding of Market risk/Counterparty credit risk processes and financial instruments /products.
Proven track record of successful involvement with change management programs and excellent communication skills
Creative approach to problem solving and ability to navigate in complex matrix environment with focus and execution.