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    2 jobs found for risk management

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      • london, london
      • temporary
      • £465 - £465, per day, PAYE
      • randstad financial services
      Responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for all entities. You will be joining the Global Market Risk department (GMR) in the Scenario Design and Stress Testing team, focusing on the EU regulatory stress testing. Key Responsibilities: Enhancing the market risk aspects of the EU regulatory stress testingDesigning and analyzing stress scenariosAnalyzing periodic risk reports and escalating material risksUnderstanding key risks and stress scenariosConducting ad-hoc analyses on current riskEssentials Skills and Qualifications:You will be a Graduate or Masters with a quantitative background (Maths, Physics, Finance, Economics) or equivalent work experienceYou will have 3 to 5 years of relevant experience, with exposure to EU regulatory stress testing and traded market risk. Good understanding of querying data platforms, knowledge of Excel, Powerpoint. High professional and ethical standardsSelf-motivated, pro-active in identifying and addressing framework improvements.Excellent communicator both verbally and in writingRandstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
      Responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for all entities. You will be joining the Global Market Risk department (GMR) in the Scenario Design and Stress Testing team, focusing on the EU regulatory stress testing. Key Responsibilities: Enhancing the market risk aspects of the EU regulatory stress testingDesigning and analyzing stress scenariosAnalyzing periodic risk reports and escalating material risksUnderstanding key risks and stress scenariosConducting ad-hoc analyses on current riskEssentials Skills and Qualifications:You will be a Graduate or Masters with a quantitative background (Maths, Physics, Finance, Economics) or equivalent work experienceYou will have 3 to 5 years of relevant experience, with exposure to EU regulatory stress testing and traded market risk. Good understanding of querying data platforms, knowledge of Excel, Powerpoint. High professional and ethical standardsSelf-motivated, pro-active in identifying and addressing framework improvements.Excellent communicator both verbally and in writingRandstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
      • city of london, london
      • temporary
      • £500 - £600 per day
      • randstad financial services
      About Quantitative AnalyticsQuantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers.QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital, impairments, scenario generation, fraud detection, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across the bank. Overall purpose of roleThe successful individual will be responsible for support of the development, implementation and ongoing maintenance of the Regulatory Capital Models.Furthermore, you will research statistical techniques and industry best practice, whilst liaising with systems teams to user-test and implement these practices. Once this has been completed, you will provide the business with insights and recommendations for process improvement and future strategy models.Key AccountabilitiesWork with stakeholders across functions, driving value by developing innovative modelling and analytical solutions for credit risk management.Independently develop best-in-class models for use in the retail lending business, specifically for the UK Consumer Loans and Current Accounts products, including calibrations of existing models and associated analytics.Ensure that all models are compliant with internal and external requirements, including documentation standards.Provide the business with insights and recommendations for model, strategy and process improvement.Essential Skills/QualificationsA university degree or equivalent in statistics, mathematics, operations research or another quantitative area; or significant relevant industry experience5+ years of relevant industry experienceExtensive experience in statistical model development, including Basel capital and IFRS9 impairment models, with a track record of successful deliveryRandstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
      About Quantitative AnalyticsQuantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers.QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital, impairments, scenario generation, fraud detection, asset-liability management, operational risk, net revenue and balance sheet forecasting, and stress testing across the bank. Overall purpose of roleThe successful individual will be responsible for support of the development, implementation and ongoing maintenance of the Regulatory Capital Models.Furthermore, you will research statistical techniques and industry best practice, whilst liaising with systems teams to user-test and implement these practices. Once this has been completed, you will provide the business with insights and recommendations for process improvement and future strategy models.Key AccountabilitiesWork with stakeholders across functions, driving value by developing innovative modelling and analytical solutions for credit risk management.Independently develop best-in-class models for use in the retail lending business, specifically for the UK Consumer Loans and Current Accounts products, including calibrations of existing models and associated analytics.Ensure that all models are compliant with internal and external requirements, including documentation standards.Provide the business with insights and recommendations for model, strategy and process improvement.Essential Skills/QualificationsA university degree or equivalent in statistics, mathematics, operations research or another quantitative area; or significant relevant industry experience5+ years of relevant industry experienceExtensive experience in statistical model development, including Basel capital and IFRS9 impairment models, with a track record of successful deliveryRandstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

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