Counterparty Risk Analyst - Associate

Competitive
Permanent
London
20 Jan 2020
BBBH751340

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.

Qualification/Education

Essential:

  • 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.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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