Senior Counterparty Risk Management Business Analyst consultant Senior Counterparty Risk Management Business  …

in London, England, United Kingdom
Permanent, Full time
Last application, 25 May 20
in London, England, United Kingdom
Permanent, Full time
Last application, 25 May 20
Posted by:
Posted by:
Since 2000, our expertise is acknowledged by most famous financial institutions, based on a high selective recruitment process covers the following areas : • Quant/Risk Management • Regulatory advisory • Trade life cycle (pmo ,process optimization and financial tools) • Training academy. • Digital et data management We are based in Paris, London, Hong Kong and Casablanca. Lunalogic is engaged in integrating sustainable development, quality and performance approach and create that position to strengthen its Quant Risk Data Business Unit in London

Full time position within LUNALOGIC UK Ltd, based in London,


As a Business Analyst consultant you will work on high value-added missions within the Risk Management Department of our clients.

Main Duties and Responsibilities of Role::

  • Work on  The Targeted Review of Internal Models, or TRIM project focusing on Counterparty Risk
  • Monitor, analyse and report on concentrations, violations and trends in the credit/market risk portfolio;
  • Perform analysis on the proposed Fundamental Review of Trading Book (FRTB)
  • Implementation of new regulatory capital rules for legal entities regulated by the PRA in Europe such as the FRTB (Fundamental Review of Trading Book) and new Regulatory Technical Standards
  • Respond to ad-hoc transaction requests in a timely manner, demonstrating clear understanding of trade-specific risks and risk measurements;
  • Conduct credit analysis on hedge funds and other non-bank financial institutions, including client due diligence as necessary, and providing subsequent risk appetite recommendation;
  • Prepare credit and market Risk reports for internal stakeholders ensuring high quality and timely information is provided to our stakeholders to enable proactive risk management;
  • Respond to (ad-hoc) questions and data requests from internal and external stakeholders on reports in your scope;
  • Participate in risk reporting and system projects;
  • Support team with the measurement and interpretation of exposure calculations (PS, LGD, EAD, RWA etc);
  • From a portfolio management perspective, you will set-up and follow-up on actions that reduce process issues and integrity of the risk management data.

Essentials :

  • A university degree (or MSc) in a quantitative/ finance field
  • Relevant experience in a counterparty risk management environment;
  • Good understanding of: VaR, Greeks, stress testing, RNIV
  • Strong mathematical/quantitative skills,
  • Relevant experience in Regulatory FRTB
  • Able to perform (trend) analysis on credit/market risk portfolios;
  • Knowledge of credit risk models (PFE, RWA, LGD);
  • Familiar with Financial Markets Traded Products;
  • Previous experience (over 7+ years) of counterparty analysis is essential
  • Experience of Market Risk analysis and TRIM project is a plus
  • Strong analytical skills with a high attention to detail;
  • Good command of English language, both oral and written;
  • Pro-active approach and be able to plan, organize and work independently. Project management skills are required;
  • Be a good team player, able to contribute in a multi-cultural team;
  • Proficiency in SQL and Python programming with hands-on-experience
  • Proactive, results-driven, and delivery focused
  • Excellent verbal and written communication skills


Job based in London available immediately. Attractive remuneration regarding experience and profile.

If you like overcoming new challenges, sharing common values based on Performance, Excellence , Knowledge within a company close to its employees, let us know your motivations and send us your application to :