Counterparty Credit Risk Manager - Market Risk
London 25 Gresham Street, United Kingdom
GBP 93K-103K Mid-level Full Time
Tasks
- Adjust limits
- Align CCR regulatory frameworks
- Analyze contractual haircuts
- Assess initial margin eligibility
- Assess stress sensitivities
- Assess variation margin eligibility
- Calculate Potential Future Exposure
- Calculate expected exposure
- Design market shocks
- Drive counterparty credit assessments
- Enhance credit risk appetite
- Enhance exposure methodologies
- Escalate policy breaches
- Execute CCR stress testing
- Identify wrong way risk
- Implement compression
- Implement hedging strategies
- Implement netting
- Investigate limit excesses
- Manage CCR exception controls
- Manage concentration limits
- Monitor collateral management framework
- Monitor traded counterparty credit risk
- Perform hedging actions
- Produce exposure analysis insights
- Quantify exposure impacts
- Reduce counterparty exposure
- Run counterparty default scenarios
- Set counterparty limits
- Set stress limits
Perks/Benefits
- Discounted shopping
- Flexible working options
- Hybrid working
- Job share
- Paid holiday
- Parental leave
- Pension contribution
- Performance bonus
- Share scheme
- Wellbeing initiatives
Skills/Tech-stack
Basel CRR | Collateral Management | Compression | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data Analysis | Expected Exposure | Exposure analytics | Hedging | Initial Margin | Market Risk | Netting | Potential Future Exposure | Power BI | Python | Regulatory Capital | Risk appetite | SA-CCR | SQL | Stress Testing | Variation Margin | Wrong Way Risk
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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