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Counterparty Risk Analytics AVP/ VP

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Salary £60k to £120k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/26919
Contact Tim Holbrough
Date posted 08-09-2017

Counterparty Risk Analytics professional (AVP/ VP) sought by Tier 1 Investment Bank in their London office.

Responsibilities
• Perform in-depth analysis into the bank’s counterparty credit risk (CCR) exposures.
• Portfolio analysis at the global and legal entity level
• Identifying and explaining the key drivers of exposure levels and day on day movement.
• Working directly with the Credit Risk Officers to assist them in using this analysis to make better limit utilization decisions.
• Raising issues with upstream data providers where necessary, along with quantifying impact.
• Working with the CCR model performance team to identify and quantify model limitations resulting from the bank’s exposure analysis.
• Performing longer term trend analysis across the bank’s CCR portfolios to pick up systemic themes
Required Skills/ Experience
• 3-5 years experience in a related field
• Broad financial product knowledge
• MSc or above, preferably in a quantitative field
• Experience dealing with stakeholders across Risk Management, Front Office, Finance and Regulators
• Strong programming skills - Python, SQL, Tableau (desired)

For applications or enquiries regarding the role, email Tim.Holbrough@BruinFinancial.com

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Contact Tim about this job

AVP, Consultant