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Counterparty Credit risk Leader

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Eximius Finance 100000.00 British Pound . GBP Per annum

2021-12-03 07:43:49

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: Banking & Financial Services

Job description

The key purpose of the role:

  • Work with the risk function and the business to develop and deliver a robust counterparty credit risk framework and associated risk assessment and monitoring methods;
  • Develop and implement product specific analytics, risk limit frameworks and risk monitoring;
  • Support development and implementation of counterparty credit risk systems;
  • Support development of a firm-wide credit risk appetite linked to portfolio and specific risk limits;
  • To prepare and distribute regular risk reports to management.

Required experince :

  • Between 5-10 years working in a leading capital makets business
  • Experience in managing counterparty credit risk
  • Knowledge of derivatives and associated risk management processes (including VaR, ES and stress models)
  • Strong quantitative skills
  • Knowledge of digital assets would be beneficial

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