Risk - Credit Risk Jobs

Click on a requirement listed below to view details in full:

Enterprise-wide Risk Manager & Balance Sheet Stress (AVP, VP), Copenhagen

Copenhagen
EWRM-1004
Exceptional package & relocation where appropriate

We seek an Enterprise-Wide Risk Manager for a leading Banking Group.  Part of Balance Sheet Management, the ERM team ensure a holistic view of all risk types across the bank and work closely with the 2nd LoD risk, Group Treasury and other business areas.  You will be involved in enterprise-wide stress testing exercises and driving the analysis of the bank’s risk

Senior Quantitative Balance Sheet Risk Manager

Copenhagen or Helsinki
BSRM-0503
Exceptional package & relocation where appropriate.

We seek a Senior Balance Sheet Risk / IRRBB Quantitative Risk Manager for a leading Banking Group. As part of the Balance Sheet Risk Management team one of your key tasks will be to combine data sources to for deep risk analysis for the overall risk profile of the Bank. You’ll need strong balance sheet risk experience to understand

Front Office Quant Strat, Risk & Capital

City of London
RCQD-0403
Exceptional Package plus Front Office bonus

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

Lead Market Risk Business Analyst (VP), Singapore

Singapore
MRBA-2802
To SGD 200K + Benefits

A fantastic role has arisen within a leading Investment Bank in Singapore.  As the Lead Market Risk Business Analyst, you will be part of the delivery team for Credit Trading Market Risk processes. You will be involved in the qualitative development of internal market risk models, defining risk factors, understanding model limitations, risk exposures, and the impacts of methodology changes.

This

Snr Model Risk Audit (VP, Dir) AI, Data Analytics

London
SMRAM-2610
To £130K + Bonus + Excellent Benefits

Global Model Risk Internal Audit at this top-tier Investment Bank has an opportunity in London for a Credit Risk Models specialist skilled in [One of] Credit risk modelling, Basel models, Financial Crime Compliance models, Op Risk modelling, Data analytics/econometric modelling, Stress testing. You will undertake audits of all aspects of risk and models, to provide independent assurance over the