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Counterparty Credit Risk BA - Must have IMM experience

Robert Walters
Posted 14 hours ago, valid for 17 days
Location

London, Greater London EC1R 0WX

Contract type

Full Time

In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed鈥檚 services as part of the process. By submitting this application, you agree to Reed鈥檚 Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.

Sonic Summary

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  • This is a 6-month PAYE contract position for a Credit Risk Business Analyst at a Global Investment Bank.
  • Candidates should have experience in Counterparty Credit Risk and IMM, along with risk management in a trading book environment.
  • The role involves collecting business requirements, collaborating with stakeholders, and translating them into functional specifications.
  • Key knowledge areas include risk metrics like PFE, EPE, and familiarity with credit risk modeling frameworks.
  • The position requires proficiency in SQL and offers a competitive salary, although the exact figure is not specified.

This is an exciting opportunity for a Credit Risk Business Analyst to join a Global Investment Bank on an initial 6 month PAYE contract. The ideal candidate for this role will have Counterparty Credit Risk and IMM experience.

The roleholder will facilitate the collection of business requirements by detailing the current state and identifying optimal future state requirements for both tactical and strategic solutions. Balance considerations of speed to market, cost, and benefits delivered. Collaborate with key stakeholders-including Front Office, Risk Methodology, Risk Reporting, and Risk IT-to ensure you have a comprehensive understanding of all requirements related to the end-to-end process. Develop, document, and implement clear solutions. Translate these requirements into functional and non-functional specifications and work closely with development teams for implementation.

Experience required;

路 Risk Management experience in a trading book environment

路 Knowledge of key risk metrics such as PFE, EPE, EEPE

路 Knowledge of sensitivities and risk analytics and how stresses are applied

路 Some knowledge of credit risk modelling frameworks and processes

路 Some understanding of credit risk limit exposure management processes

路 Experience using SQL

If this role is of interest please apply below;

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates

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In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed鈥檚 services as part of the process. By submitting this application, you agree to Reed鈥檚 Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.