CCR Models and Infrastructure is a high profile programme focusing on:
- Migration of all counterparty credit risk calculations to a common data sourcing and enrichment framework.
- Simplification of architecture and orchestration process, so all calculations run together.
- Automate exposure move explain to empower users to make better business decisions.
- Working closely with SMEs to understand trades, products, data flow and controls
- Work with IT and Quant teams to refine requirements and resolve ambiguity
- Facilitating cross functional teams to solve problems
- Troubleshooting issues and working around problems to get to practical, workable solutions
- Document process and control changes, communicate impacts of a change to the impacted function
- Being accountable for the successful delivery of your projects
- Building new connections and relationships across XVA, CRM, QAT, RFDAR, MRM, Reg Risk, Finance and IT
Who we're looking for?
Curiousness. Ability to ask relevant questions to ensure understanding and resolve ambiguity.
Ability to learn quickly, think strategically, and present complex ideas in understandable ways
Sound understanding of derivatives, counterparty credit risk, and relevant controls and processes requirements.
Proficient in MS Office applications and SQL queries.
Good communication skills, ability to communicate both with IT and Business
A good working knowledge of relevant regulations and their impact to Risk and Finance would be a benefit