Counterparty Credit Risk Business Analyst

£60k - £80k
16 Aug 2019

A British Bank has an exciting permanent opportunity to join their Credit Risk Change team as a Business Analyst.

Key Responsibilities:

  • Acting as a Business Analyst for risk initiated and regulatory change for Counterparty Credit Risk.
  • Acting a Credit Risk point of contact for strategic and front office transformation projects.
  • Managing key stakeholder relationships from Financial Markets, Group Risk, Front Office, Credit Risk Models, Credit Risk Methodology.
  • Speaking with Senior Stakeholders within the business, building good relationships to help implement change.
  • Assisting with regulatory project work relating to Counterparty Credit Risk issues such as PFE, EPE, EEPE calculations/

Required Experience:

  • Experience working within Counterparty Credit Risk.
  • Strong knowledge of Counterparty Credit Risk for traded products (i.e. Rates, SFTs, FX, Credit, Equity, and Structured Products).
  • Good understanding of the theory behind derivatives pricing.
  • Experience of Credit Risk systems.
  • Knowledge of Counterparty Credit Risk measures such as EPE, PFE, EEPE.
  • Minimum of 5 years working in Financial Services.
  • MUST have continuity in roles on CV.
  • Change management experience, as a Business Analyst.
  • Regulatory Change Experience across Basel III, Dodd Frank or EMIR.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

Joe Charnaud's picture
Principal Consultant
London +44 20 7092 0206 |