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Quantitative Risk Manager

Company

ICBC Standard Bank

Location

London, United Kingdom

Type

Temporary

Quantitative Risk Manager

About the job

12 Month Contract

The Risk Methodologies and Analytics (RMA) Team is part of the Bank's Risk division. RMA is a cross functional Risk Management team that reports to the Head of RMA. The team is based in London. The team has various responsibilities regarding methodologies on a quantitative and qualitative basis for Market Risk, Counterparty Credit Risk, Credit Risk, Operational Risk, Liquidity Risk, Business Risk and portfolio modelling relating to Economic Capital.

The quantitative element of the ICBCS Risk Appetite Statement is also the responsibility of the team. RMA is responsible for the following activities across the different risk classes:

  • Own, develop and document risk and P2A - economic capital models owned by the Risk Department in the following context: Own model monitoring and maintenance activities and resultant model change. Support Run-the-Bank (RtB) and Change-the-Bank...

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