Counterparty Credit risk Leader

The key purpose of the role:

• Work with the risk function and the business to develop and deliver a robust counterparty credit risk framework and associated risk assessment and monitoring methods;
• Develop and implement product specific analytics, risk limit frameworks and risk monitoring;
• Support development and implementation of counterparty credit risk systems;
• Support development of a firm-wide credit risk appetite linked to portfolio and specific risk limits;
• To prepare and distribute regular risk reports to management.

Required experince :

• Between 5-10 years working in a leading capital makets business
• Experience in managing counterparty credit risk
• Knowledge of derivatives and associated risk management processes (including VaR, ES and stress models)
• Strong quantitative skills
• Knowledge of digital assets would be beneficial