Description
Huxley is currently working on an urgent mandate for a Counterparty Credit Risk Analyst.Responsibilities:
Credit Analyst for Central Counterparties and Clearing Risk:
- Perform due diligence and credit analysis on Central Counterparties (CCPs). Identify strengths and weaknesses and make recommendations. Present credit proposals to appropriate credit committees.
Monitor developments in the CCP field in terms of:
- Product expansion,
- Changes to margin methodology, default fund contribution, default management, etc.
- Regulatory landscape/requirements
- Review and make recommendation to senior management for new activity proposals related to front office.
Monitor and Manage Risk of CCP and Clearing Activities:
- Monitor exposure to CCPs in the Americas including margin and default fund contribution as well as trade exposure.
- Perform risk analysis and stress testing on CCPs and Clearing activities. Prepare reports for senior management and regulators.
Other Responsibilities:
- Effectively handle multiple tasks/projects simultaneously through prioritization of requests (in conjunction with immediate manager).
- Act as back-up to team members for risk assessment and monitoring of other platforms including electronic trading, Equity Prime Brokerage, FX Prime Brokerage and OTC Clearing.
Qualifications:
- Master Degree or higher preferred in Finance, Quantitative Finance, Engineering, or related fields.
- 3 years + experience in Risk or related area.
- Strong analytical and credit skills (ability to identify issues, quick reasoning, and basic credit knowledge).
- Strong verbal and written communication skills.
- Product knowledge: Equities, FX, Rates, Commodities, Credit, Delta one, Vanilla & Exotic trades.
- Quantitative skills preferred (e.g. quantitative finance, modelling, analysis, etc.).
- Programming skills strongly preferred: VBA, SQL, Excel, and Bloomberg (including Excel API).
- Soft Skills: team player; project management; proactive; creative.
Please send an updated resume to Ciara O'Kane at Huxley and I will give you a call to talk through.
To find out more about Huxley Associates please visit www.huxley.com