Head of Market and Counterparty Risk
- Location
- Greater London, England, United Kingdom
NPNA and qualitative limit extensions). Securing the two core processes for Market Risk: the production of all components of accounting P&L and regulatory capital charges for market and counterparty risks. Integrating those processes within a single entity allowing consistency of scopes, processes, tools, reporting, etc... Monitoring … appropriate controls, quality checks, certification and delivery in official repositories. Monitoring the scope of action for Market Risk for ensuring the constant regulatory compliance (TB/BB, eligibility to IMA, ...), and governing the relevant referentials along a clear governance. Defining and maintaining the structure of the documentary ...