Ensure ongoing regulatory compliance including participation in regulatory self-assessments, review of new requirements, and preparation of disclosures and submissions (e.g. Benchmarking, ICAAP and Pillar 3). * 3-5 years market risk experience and understanding of key market risk concepts, processes and models (e.g. traded products, VaR, stress testing, risk/limit management) * Good knowledge of the regulatory environment around market risk capital modelling in Europe (e.g. CRR, EGIM, BCBS 239, FRTB) Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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