Global bank seeks an Associate level Counterparty Risk Analyst.
Main Duties and Responsibilities of Role:
- Monitor, analyse and report on concentrations, violations and trends in the credit/market risk portfolio;
- Respond to ad-hoc transaction requests in a timely manner, demonstrating clear understanding of trade-specific risks and risk measurements;
- Conduct credit analysis on hedge funds and other non-bank financial institutions, including client due diligence as necessary, and providing subsequent risk appetite recommendation;
- Prepare credit and market Risk reports for internal stakeholders ensuring high quality and timely information is provided to our stakeholders to enable proactive risk management;
- Respond to (ad-hoc) questions and data requests from internal and external stakeholders on reports in your scope;
- Participate in risk reporting and system projects;
- Support team with the measurement and interpretation of exposure calculations (PS, LGD, EAD, RWA etc);
- From a portfolio management perspective, you will set-up and follow-up on actions that reduce process issues and integrity of the risk management data.
- A university degree (or MSc) in a quantitative/ finance field
Relevant experience in a counterparty risk management environment;
- Able to perform (trend) analysis on credit/market risk portfolios;
- Knowledge of credit risk models (PFE, RWA, LGD);
- Familiar with Financial Markets Traded Products;
- Preferably familiar with ING credit risk systems and processes (ACR, Vortex, GRID, etc);
- Previous experience of counterparty analysis is a plus
- Strong analytical skills with a high attention to detail;
- Good command of English language, both oral and written;
- Pro-active approach and be able to plan, organize and work independently. Project management skills are required;
- Be a good team player, able to contribute in a multi-cultural team;
- Strong IT skills, advanced MS Excel at a minimum
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
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