OTC Clearing Market Risk – Associate recruitment
Associate in EMEA: OTC Clearing Market Risk
My Client is looking for a self-motivated individual with risk management with strong experience in Credit Derivatives for an Associate role in OTC Clearing Market Risk based in London.
Responsibilities:
• Analyze new client portfolios and determine margin and limit terms. Effectively interact with credit, sales, solutions and legal during this process.
• Manage existing clients' contingent market risk by reviewing daily positions, stresses and sensitivities.
• Approve or reject limits excessions and requests for limits increases. Investigate and resolve client margin disputes.
• Engage with and provide feedback to exchanges on new clearinghouse margin methodologies
• Develop and implement new risk measures and margin methodologies for new products.
• Ensure capture of new products' risks and missing risks on current products through prioritisation of projects with technology and Risk Metrics. Test and sign off on enhancements.
Qualifications
• Solid understanding of Credit derivatives products valuation, sensitivities and stresses.
• Must work well with external clients and internal colleagues of all levels, and be able to communicate effectively
• Attention to detail; self starter
BA in business related discipline with related experience
Please apply via the link provided.