Credit Trading Product Controller or Valuations required for interim role with Major City Based Bank.
Main Duties and Responsibilities of Role:
This role is to work with the Credit Trading risk team in London, and reports to the Credit Trading Risk Deskhead. The main responsibilities are:
- Measuring, monitoring and analysing the organisation’s market risk exposure on a day-to-day and long-term basis for various credit products.
- Monitoring trading limits.
- Support the monthly execution of the valuation adjustment framework for credit products
- Organise and take active responsibility supporting team deliverables, such as FRTB implementation and other regulatory initiatives
- Ensuring that monthly reporting deliverables are produced to a high standard.
- Proactively challenge Trading on topics such as limit breaches, pricing and strategy, and perform ad hoc analysis to support Trading’s strategies.
- Understand and analyse market developments
- Support the development of new risk and pricing tools