Counterparty Credit Risk Business Analyst recruitment
Top Tier Investment Bank requires a Business Analyst to interpret regulatory changes impacting on Counterparty Credit Risk (CCR) exposure to OTC derivatives, repo and exchange traded derivatives transactions and translate them into requirements. Topics currently under immense scrutiny include the processes around Expected Positive Exposure and Credit Value Adjustments, collateral management, wrong way risk mitigation and stress testing.
The role also encompass an understanding of the counterparty credit capital composition that is required to support the international entities and an assessment in relation to their risks by supporting the impact studies requested by senior management and/or regulators. The successful candidates will report to the Head of Exposure Management RWA and will gain significant exposure to all aspects of the Credit and Market Risk environment while being a key part of one of the bank’s strategic projects.
Requirements:
• PFE / EPE
• CVA
• Business Analysis
• Derivatives
Beneficial:
• Basel