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Risk analyst - cer financial

London
Permanent
Risk analyst
Posted: 1 April
Offer description

Risk Analyst West End Hybrid (4 days in the office / 1 WFH) Permanent £50,000 - £60,000 cer Financial are working alongside an exciting, international bank who are based in the City of London. They are seeking a Risk Analyst to work with them on a permanent basis. In this role you will be a quantitative expert in Risk Analytics, developing and maintaining predictive models for credit, market, and liquidity risk to safeguard the bank’s capital. The responsibilities of the Risk Analyst will include: · Support the Risk Analytics team (and Risk generally) in delivering and developing insights on a wide range of risks, in particular Credit (including ECL), LGD and PD parameter development. · Support ICAAP (financial and credit RWA / ECL stress forecasting) and Recovery Planning. · Development and implementation of scenario analysis and stress testing models generally. · Support development and assessment of Operational and Climate Risk stress monitoring. · Run and enhance risk appetite measurement models and related forecasting. · Contribute to the enhancement of risk data quality. · Support development of good model governance, including structured development, documentation of models and design and running of model validation tests. The successful candidate will have: · University degree (2.1) with 2-3 years’ post-grad/commercial experience. · Experience in banking/finance (Risk, Portfolio Analysis, Finance), including credit/liquidity regulatory calculations and reporting. · Knowledge of the credit cycle, credit appraisal, and rating/decision models. · Understanding of bank regulations, capital ratios, and credit risk modelling (PD, LGD) with model validation/monitoring experience. · Familiarity with stress-testing (ICAAP), prudential risk management, and risk data quality. · Skilled in data visualization, statistical concepts (Monte Carlo, credit transition matrices), and reporting. · Proficient in Excel (error-checked spreadsheets); experience with MS Access, SQL, R, and Python.

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