You’ll provide specific SME expertise on Market Risk and/or Counterparty Credit Risk (CCR) Regulation, plus support various adhoc requests from the PRA or internally.
- Leading the preparations for specific pieces of future regulations.
- Review submissions sent to the PRA in advance to ensure they are at the standard expected and meet what the PRA require.
- Ensuring LBG is compliant with the large number of regulatory requirements covering trading book market risk, CCR, large exposures, settlement risk and prudential valuation adjustment.
- Providing regulatory interpretation to support the business.
- At least a 2.1 degree, preferably in a mathematical, science or engineering subject, plus an MSc or equivalent relevant professional qualification (such as CFA or MCT)
- Knowledge of upcoming regulations including the new market risk model framework (FRTB) would be useful but not necessary. There will be opportunity to build up knowledge on the relevant regulations within the team to become a key point of contact on regulatory requirements.
- Exposure to Market Risk for traded products and/or CCR.
- Knowledge of Standard Approach CCR, credit valuation adjustment required capital calculations and Large Exposures.
- Detailed knowledge of risk management practices that apply to commercial banks
Vacancy Type: Full Time
Job Location: London, England, United Kingdom
Application Deadline: N/A