The position is with the Financial Risk Measurement department of the bank's investment management arm in London.

Main Roles & Responsibilities:

- Managing product controllers in the Credit Trading areas

- Assisting controllers with any daily issues that occur to ensure correct P&L and risk numbers are reported

- Business Level scenario & stress analysis

- Business VAR calculation and P&L back testing

- Reviewing independent price and input parameter verification

- Reviewing independent P&L production & P&L attribution

- Provision calculations

- Maintaining the completeness, accuracy & integrity of general ledger

- Reporting - CAPCOM, BUSCO, EXCO, Board

- Working with the FRM projects team on tactical and strategic projects for the department and bank

- Responsibility for integrity and continuous improvement of the processes owned

Key Skills Required:

The candidate will be degree educated, preferably with recognised accounting qualifications. They should have at least 2 years experience working in Credit Derivatives Product Control or Risk Management and knowledge of PnL attribution. Front system experience would be an advantage.