Credit Risk Specialist

Role Overview

The position requires extensive experience in market risk or financial markets technology within a regulated banking environment. The ideal candidate should be proficient in configuring front office solutions using Murex or Calypso platforms. This experience must be adaptable to a market risk setting and involve developing solutions across market risk FIS engines and Activeviam limits platforms.

Key Responsibilities

• Customize and develop market risk solutions employing vendor platforms integrating FIS engines and Activeviam limit management.
• Apply strong knowledge of market risk principles such as Value at Risk (VaR), sensitivities, stress testing, limit management, market data handling, and compliance with regulatory standards.
• Conduct thorough analysis of complex technological ecosystems, assessing impacts and delivering comprehensive business and technical solutions.
• Collaborate effectively with senior leadership from business, risk, and technology sectors to align project objectives.

Preferred Skills and Experience

• Experience in AI engineering is advantageous.