Risk Weighted Assets Optimisation Officer Required / Poplar, East London |
Risk Weighted Assets Optimisation Officer Required / Poplar, East London
40 per week, Monday to Friday 9.30am - 5.30pm
The required candidate will require strong quantitative degree in Mathematics, finance or related discipline, excellent understanding of regulatory and economic capital calculation methodologies. Good knowledge of Basel II and III regularity and prudential standards, excellent communication skills (both verbal and written). Required to develop portfolio analytics that provides an overview of how the global trade and working capital portfolio is performing to target returns on capital. Design target portfolio and drive portfolio strategy through optimising factors such as portfolio diversification, credit quality (as measured through PD, LGD, EAD, EL etc) RWAs, risk capital and return on risk. Identify opportunities for RWA optimisation at both a portfolio and transactional level to ensure that capital consumption is optimised.
You can apply for this job by sending a CV/written application to Recruitment e-mail at Barclays Bank Plc,apply@jobreplies.co.uk.
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