Head of Risk Analytics Head of Risk Analytics …

Carter Wahlberg
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Last application, 28 Mar 20
Competitive
Carter Wahlberg
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Last application, 28 Mar 20
Competitive
Our client always keeps in mind its underlying mission of serving the real economy with its principal business, and along with the real economy it prospers, suffers and grows. Taking a risk-based approach and never overstepping the bottom line, it constantly enhances its capability of controlling and mitigating risks.

Our Client is looking for a Senior Risk Leader to manage the Risk Methodology across all risk disciplines. The role reports into the Deputy CRO.

Responsibilities:

  • Support the Deputy Chief Risk Officer to ensure the firm wide risk management is running efficiently.
  • Manage the Risk Methodology function by taking a hands on approach to various projects with business areas such as IT and Front Office, whilst ensuring that the Risk team are receiving the appropriate training and appraisals of their work
  • Develop and enhance risk methodology for market, credit, liquidity and operational risks (risk appetite and other internal risk metrics) by taking necessary oversight on relevant IT projects.
  • Review and enhance capital risk methodology
  • Participate and contribute to group wide in relation to regulatory capital methodology.
  • Conduct regular reviews with Risk Managers to ensure areas such as VAR, Stress Testing and back testing.

Requirments:

  • A strong Bachelor’s or Master’s degree with a quantitative focus or demonstrated quantitative aptitude is required.
  • Good and sound understanding of the markets and Market Risk Management.
  • Knowledge of VaR, its applications and limitations.
  • An understanding the market micro structure and markets operating environment.
  • Strong quantitative and spreadsheet skills, ability to analyse and interpret data
  • Strong quantitative skills, particularly around statistics and strong attention to detail
  • Self-starter, ability to quickly assimilate and analyse large amounts of information across a variety of topics
  • Proven ability to partner and collaborate across the Firm, excellent influencing, facilitation, and partnering skills, with the ability to build relationships, partner effectively and build a strong internal network across functions and throughout the global Risk network together with the matrix at all levels of the organisation
  • ‘Process Improvement’ mindset to increase the effectiveness and efficiency of the services offered
  • Strong tenacity and resilient under pressure and self-motivated in a fast paced and demanding environment
  • Graduate degree, Masters or strong Bachelors level .
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