The role focuses on the development and implementation of market risk methodologies, principally VaR, by analysis of VaR impacts and a detailed understanding of the model inputs. The role focuses on development and implementation of market risk methodologies. Major projects include the implementation of the Bank's Basel III CVA VaR strategy and RNIV. The responsibilities will include: ? Working with Senior Risk Managers and Quants to develop Kevlar methodologies ? Performing self led analysis into the pros and cons of methodology enhancements ? Proactively developing solutions to negative aspects of model behaviour ? Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features & capital implications ? Reviewing model inputs &market data ? Ad-hoc analysis and presentations ? Training around new methodology implementations ? Supporting requests for information from regulators and front office ? Completing regulatory impacts Training / experience ? 2 years market risk experience (VaR focused) ? CFA / Masters level or similar qualification ? Advanced Excel skills ? Strong analytical skills ? Detail orientated ? Genuine interest in Market Risk, particularly VaR methodology www.badenochandclark.com - Let's find the career that connects with your life.Badenoch & Clark is acting as an Employment Business in relation to this vacancy. Badenoch & Clark is an Equal Opportunity Employer and a registered Disability Symbol User.