Beschreibung
For our client, an internationally operating bank based in Zurich, we are looking for a Risk Control Operations Specialist who would be responsible for ensuring new and existing business is accurately captured in Risk Control's systems. They are also responsible for the control framework for the Risk Control systems environment.
Project location: Zurich
Duration: 6 months with possible extensions
Key Responsibilities:
. Perform regular controls to ensure data quality across the Credit Risk and Market Risk infrastructure and escalate, as needed
. Analyze material movements in risk exposure to determine reasonableness and drivers
. Ensure the integrity of the risk inputs into the RWA calculation performed by Finance (IB specific)
. Input and maintain Risk Control-owned data, including internal ratings and limit points
. Provide support to the Risk Control community for exposure and system queries
. Co-ordinate the management of exposures through escalation, especially those in excess of Risk appetite
. Ensure system changes are properly managed so that they deliver benefits to the Risk Control function
Key Deliverables:
. Perform daily data integrity, excess reports and impact analysis
. Provide daily risk exposure sign-off reports and exposure movement analysis
. Process monthly adjustments undertaken across the traded product portfolio to ensure consistency with Finance and integrity of the inputs into RWA calculation
. Deliver timely assessment of New Business Initiatives
Desired experience:
* creating Credit Risk Models
* bank experience
* Excellent communication skills