My client is a wholesale and investment bank based in the City. They are looking for a counterparty credit risk analyst with an understanding of credit and counterparty risk metrics (PS, LGD, PFE, RWA, EPE, PFE etc) to support the team with the measurement and interpretation of exposure calculations.
This is a role in the Financial Institutions Risk department, a team of approx. 60 people. They support a wide area of businesses within Financial Markets and Bank Treasury, as well as banking activities. The team is responsible for the market risk and product control function as well as counterparty credit risk. Market risk looks are the movement in market parameters, such as interest rates, credit spreads, FX and rates. Credit risk assesses the banks risk by counterparty. In this role you will be responsible for monitoring, analysing and reporting on concentrations, violations and trends in the credit/market risk portfolio.
You will also prepare credit and market risk reports for internal stakeholders, ensuring high quality and timely information is provided to enable proactive risk management. You need to be familiar with the key counterparty risk metrics, have strong knowledge of traded products and be able to perform trend analysis on credit / market risk portfolios. Advanced Excel skills are mandatory for this role.