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DATE ADDED: Wed 25/03/2020

Counterparty Credit Risk Associate, Treasury Risk

London, UK


JOB TYPE: Permanent, FullTime

SALARY: Competitive

Join us as a Counterparty Credit Risk Associate, Treasury Risk

  • We'll look to you to review, analyse and challenge Counterparty Credit Risk (CCR) in the ring-fenced bank
  • You'll be monitoring the risk utilisation vs agreed appetite, challenging large moves and escalation of limit breaches
  • This is an opportunity to gain exposure, while exhibiting and expanding your skill set

What you'll do

As a Counterparty Credit Risk Associate, you'll be working closely with Credit Risk and Treasury Front Office to help calibrate CCR risk appetite and settlement risk appetite. You'll also be helping to define CCR measurement for different types of products traded in the ring-fenced bank and helping to calibrate pre-deal add ons.

Working with data and attention to detail, you'll gain exposure to the end-to-end process and policies stress testing, as well as different trade types and products.

In addition, you'll be:

  • Monitoring the completeness and accuracy of CCR measurement for the ring-fenced bank
  • Helping to maintain CCR policy and mandatory processes for the ring-fenced bank
  • Helping to interpret the regulatory environment in which the ring-fenced bank operates and helping to assess the impact
  • Performing Pillar 2A and 2B assessments for CCR

The skills you'll need

We're looking for someone with experience working in a CCR function, along with a good understanding of derivative products and the CCR measurement. You'll need continuous improvement ability to identify ways of improvement, and experience of Murex or any alternative platforms would be desirable.

You'll be capable of establishing process, pragmatic, time management, control and concise on productivity output, and you'll embrace change, along with the ability to learn new information and keep up-to-date with regulatory requirements.

You'll also demonstrate:

  • An understanding on derivatives, including interest rates and FX
  • A good understanding of CCR capital
  • Experience in stress testing
  • Good written and verbal communication skills
  • The ability to work with multiple stakeholders, as well as independently
  • Proficiency in Excel