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Counterparty Risk Analyst, Asset Management

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Salary £85k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/SIMR/31709
Contact Simeon Randell
Date posted 03-06-2019

The purpose of this role is to support the Asset Managers ever-expanding need for robust counterparty risk management capabilities. Internal stakeholders (portfolio managers and traders) as well as external stakeholders (clients and regulators) rely on accurate and timely counterparty exposure data and creditworthiness assessments to facilitate the portfolio management process. The incumbent will be responsible for supporting the Head of Counterparty Risk in ensuring the identification, measurement, monitoring, and communication of risks is carried out daily.
 Support the counterparty risk management program, which includes measuring and monitoring risks associated with counterparties to bilateral OTC derivatives, forward settling instruments, centrally cleared derivatives, repurchase agreements, securities lending arrangements, and other complex instruments that could result in material levels of counterparty exposure
 Regularly interface with cross functional business units (Global Trading, Investments, Legal, Compliance, Investment Operations, Client Operations, etc.) to assist the team in managing these risks
 Perform annual credit reviews and due diligence on select counterparties
 Perform daily monitoring of technical market data and significant news events on counterparties, escalating credit concerns to the Head of Counterparty Risk
 Assist in the development of robust data infrastructure necessary for the measurement and monitoring of counterparty risk and the oversight of securities lending activities
 Regularly interface with Investments Technology teams to research and resolve data discrepancies and ensure the integrity of counterparty exposure calculation methodologies
 Support the firm’s evaluation of settlement risks inherent in emerging and frontier markets and ensure risks are understood and appropriately communicated to relevant stakeholders
 Carry out other ad-hoc analysis to facilitate the communication of risks to internal investments and risk committees

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AVP, Consultant