Description
Our client, a Risk consulting firm, are looking for CVA/counterparty risk BA/SME to work with an investment bank.
Experience in CVA is essential from a risk perspective.
1 year fixed Contract.
Salary - 75k GBP (approx 100k USD)
Relocation/Visa costs Paid for.
Frequent Travel to United Arab Emirates is required. Opportunity to relocate to United Arab Emirates if desired.
This is an excellent opportunity to gain global oversight across multiple business lines in a strategic capacity.
The Role
- Systematically assess, valuate and critique all counterparty credit risk aspects (PFE calculation methods, Credit Valuation Adjustment, stress testing, back testing etc) across a global portfolio in this leading investment Bank
- Deliver large complex audits and foster proactive, professional relationships with senior stakeholders
- SME for Counterparty Credit Risk within key stakeholders
- Provide robust and challenging insights on business risk and control procedures
- Contribute to development of the audit plan through ongoing business risk assessment
- Build and develop key relationships at senior levels in the organisation
- Lead or contribute to audits of varying size and complexity across the Group
The Candidate
- Excellent knowledge of counterparty credit risk- exposure management, CVA market risk, epe/pfe calculations etc
- Sound understanding of credit risk in capital markets/investment banking products
- Previous experience in internal audit highly desirable, although not essential
- Ability to build relationships with senior stakeholders within the business
- Previous team management experience ideal although not essential
- Ability to have a holistic view of risk management and see the bigger picture'