Risk Methodology

  • Market rate
  • London, England, United Kingdom
  • Permanent, Full time
  • ICBC Standard Bank Plc
  • 12 Dec 17 2017-12-12

The team require a Risk Methodology Manager to provide methodological support on IRRBB,Operational Risk and Risk Appetite across all asset classes for ICBC Standard Bank

The Market risk & Analytics team is part of the Bank’s Risk division. The team is responsible for all aspects of Market Risk and Quantitative Risk management. It acts as a second line of defense in the control structure.

The team require a Risk Methodology Manager to provide methodological support on IRRBB,Operational Risk and Risk Appetite across all asset classes for ICBC Standard Bank


Criteria to be successful for the role:
• Modelling experience, independent or within a team, covering any of the following modelling classes:
    o Credit Models (PD, LGD, EAD);
    o Credit Portfolio modelling;
    o Liquidity modelling;
    o Operational Risk (Actuarial Frequency vs Severity) modelling.

• Individual must be excited by learning experience.


• Individual must be able to understand practical application of models and model short comings and what can be done to compensate for such.

• Good academic qualifications (at least MSc majoring in Maths/Physics/Engineering)

TECHNICAL CAPABILITIES AND EXPERTISE:
• In depth knowledge of risk methodologies and stress testing techniques.
• Excellent Technical product knowledge.
• Excellent quantitative and problem solving skills.
• A clear independent and effective communicator, persuasive in inter-personal communication.
• Ability to deliver practical solutions in a demanding high-pressure environment.
• Flexibility to adapt to changing day-to-day priorities whilst simultaneously achieving longer term project based deadlines.
• Proficiency in Matlab and Excel essential.
• Proficiency in VBA and Databases an advantage.
• Excellent quantitative academic references.
• The job holder will be a confident pro-active self-starter, an intelligent lateral thinker and a problem solver who is good at dispute resolution.