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Join us as a Risk Stress Testing Senior Analyst
- You’ll be working with the second line of defence (2LOD) across trading and non-trading business activities in NatWest Markets (NWM)
- We’ll look to you to actively consider and monitor the inherent, material risks of the business and conduct suitable assurance to ensure compliance with policies and responsibilities
- This is a great chance to establish and deploy robust risk and control frameworks that meet the strategic needs of NWM, including communication, training and awareness
- We’re offering this role at senior analyst level
What you'll do
NWM is the investment banking division of our Group with branches and trading activities located worldwide. As part of the Traded Risk Capital team, you’ll be involved in the processes related to calculating market risk imposed by the regulator, ensuring charges are calculated in accordance with Market Risk Policy and using the approved methodology.
We’ll look to you to be responsible for the weekly summary of market risk metrics including VaR, SVaR, IRC and CVA with a detailed explanation of drivers of various components.
You’ll also:
- Be responsible for the monthly capital sign-off for market risk and quarterly analysis for Pillar 3 disclosures
- Present the analysis in wider forums as our team’s representative
- Follow the required process maps and ensure accuracy and timeliness of deliverables
- Raise and drive issues related to deadlines, data quality and system limitations independently
- Educate wider market risk community about capital, and continuously update them with any regulatory or internal changes impacting capital methodology
- Provide analysis of capital attribution on ad hoc and BAU basis including monthly signoffs
The skills you'll need
To thrive in this role, you’ll demonstrate deep understanding of financial products and sources of risks for an investment bank trading and banking book portfolio. You’ll bring an understanding of Basel guidelines, VaR methodologies and Stress Testing exercises. An excellent academic background with graduate or post graduate degree along with having certifications like FRM, CFA will be advantageous.
You’ll also have:
- One to three years of experience in a Risk management area of a global bank
- A strong analytical or numerical background which can be applied to credit and market risk analysis
- The ability to work in strict timelines and cope with a fast moving environment
- Excellent communication and presentation skills
Hours
45
Job Posting Closing Date:
19/02/2025
