Contact Tim about this job
Find a Job
|Salary||£60k to £120k|
|Sector||Credit & Risk Management|
Counterparty Risk Analytics professional (AVP/ VP) sought by Tier 1 Investment Bank in their London office.
Perform in-depth analysis into the banks 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 banks exposure analysis.
Performing longer term trend analysis across the banks 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
Ready to apply for this job? Apply Now