3 of 3 Basel II Jobs in England

VaR), sensitivity analysis, and portfolio stress tests, with minimal guidance from the organization. Design and execute backtesting models to validate VaR and other model outputs, ensuring regulatory compliance with Basel backtesting standards and regulatory requirements Ensure risk reporting supports regulatory capital computation and attribution, aligned with Basel II and Basel III FRTB standards Design and implement … severe but plausible market risk scenarios, aligned with regulatory expectations under CBO Circular BM-1200, and integrate these into capital and risk reporting Develop capital allocation models compliant with Basel II and Central Bank regulations for market risk capital and Basel III FRTB standards, including standardised and internal models approaches as appropriate. Lead the design and integration More ❯

management Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc. Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA etc. that address credit risk. Strong technical knowledge of credit risk system implementation. Exposure to platforms like More ❯

management Functional knowledge of different financial products and valuation methodologies covering various asset classes, e.g., vanilla IRS, CCS, FX Forward etc. Exposure to and understanding of different regulatory regimes, Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA etc. that address credit risk. Strong technical knowledge of credit risk system implementation. Exposure to platforms like More ❯