Risk Capital is a firm-wide metric to measure economic capital usage at the consolidated group levels as well at the detailed business unit level. It is reported to regulators and the Board as a key capital adequacy metric for the group and its major legal entities (MLE). Risk Capital is also used extensively in various risk areas to set risk limits and to assess the risk-adjusted profitability of large transactions.
In general, Risk Capital Analytics is organized by different risk area focuses:
- Market Risk – which covers Trading, CVA, ALM, pension, alternative investment, distribution risk portfolios
- Wholesale – which covers wholesale credit and cross border risk
- Counterparty – which covers DSFT, counterparty/issuer default risk, CCP
- Retail – which covers retail credit risk
- Governance & Client Engagement – which governs Risk Capital/GSST/ICAAP/RAR policy compliance, Stress and Risk Capital Council and leads RC/Enterprise Stress Testing client engagement initiatives
The team is looking for quantitatively trained candidates with excellent hands-on technical/programming skills to join a rapidly expanding quantitative risk team to better serve our clients across risk and business.
Please send CVs to email@example.com or call me on 01 - 947 6327