Manager Credit & Counterparty Risk
THE COMPANY:
Our client is a well established financial services house with an instantly recogniseable name.
THE RESPONSIBILITIES:
- Assist with maintaining and developing an effective credit counterparty risk management framework to enable articulation of a meaningful risk appetite and management of risks in accordance therewith,
- Prepare, process and analyse all daily, weekly, monthly and ad-hoc management reports in a timely, effective and accurate manner for management review including escalation,
- Oversee the credit counterparty risk arising in the Treasury unit including positions and unwanted concentrations,
- Review and approve credit counterparty limits at counterparty, sector and country level as appropriate,
- Ensure fit-for-purpose analytics for credit counterparty risk including exposure, VaR, sensitivity and stress testing capabilities are in place either internally or via third-party suppliers and working effectively,
- Oversight of the lending books including the mortgage loan portfolio
- Assist in development of specific analytics for the mortgage loan portfolio (rating, default probability, expected loss)
- Develop an oversight program for independent oversight of adherence to credit counterparty risk targets in the investment management activity,
- Provide clear, effective and timely analysis and advice to colleagues and the CRO enabling clear risk-based assessment and decision-making,
EXPERIENCE REQUIRED:
- Counterparty risk experience gained within a financial services environment
- Strong interpersonal skills.
- Credit Risk analysis experience.
For further information please contact Marcus Courtney
March 8, 2010
• Tags: Manager Credit & Counterparty Risk, Risk Management jobs and careers in UK • Posted in: Financial