Description
A Top Tier Investment Bank are recruiting for a Counterparty Risk Analyst to join their Credit and Market Risk Function, which is part of their Global Risk organisation. It will be a long term contracting position, with scope to go permanent and will be based in London.
The Counterparty Risk (CCR) Analyst will need the following experience in order to be successful:
- Degree and Masters in a quantitative discipline.
- High level of expertise in VBA and SQL
- Investment Banking experience.
- Experience in documenting requirements, validating functional specifications and/or drafting testing approach plans
- High degree of understanding of Counterparty (CCR) terminology and concepts as well as CCR Internal Controls framework
- Knowledge of EEPE/EPE calculations and the ability to explain the whole process associated to these calculations
- Ideally gained experience within risk management and/or risk control
- Broad knowledge of asset classes, Rates, FX, equities and credit products, and their implications in terms of counterparty and portfolio risk.
If this is of interest to you please get in touch ASAP so we can discuss in more detail.
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy