eFinancialCareers

• Company

  Hudson

• Location

  UK-London

• Compensation

  AVP level compensation

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  20 Nov 2009

• eFC Ref no

  584421

Position

• Co-ordinate bank wide initiatives within Market Risk.
• Maintain and improve all backtesting processes.
• Update stress tests (on a quarterly basis).
• Keep up to date with any new regulation on Market Risk with the help of other team members and communicate this effectively to stakeholders .
• Liaise with various departments in the bank for stress testing exercises.
• Coordinate the processes of any capital management initiatives which are Market Risk driven.
• Identify and propose changes to enhance the current risk processes and controls.
• Deal with ad-hoc queries from risk managers and departments external to Market Risk.

Experience Required

• Knowledge of FSA Prudential rules for Market Risk.
• Strong knowledge of Basel 2. 
• CAD2 Project experience would be advantageous.
• VaR experience.
• Understanding of backtesting & stress testing.

CVs to

• Louis Altman - louis.altman@hudson.com / 07931568970 / 02071876285