Risk Analyst AVP/VP – Derivative Credit Exposure Measurement recruitment
The team is responsible for providing credit risk exposures for non-vanilla transactions that cannot be risked by the Front Office and follow-up with a transaction override when the trade is executed. The team acts as an interface between Front Office functions and Credit Risk sanctioning teams, and has a global presence.
The Role:
- To provide credit risk exposures for non-vanilla transactions that cannot be risked by the Front Office and follow-up with a transaction override when the trade is executed
- To provide advice and structuring expertise to both Credit Sanctioners and Front Office in order to facilitate the execution of structured trades within risk appetite and in a manner that maintains appropriate controls
- To coordinate Haircut Committee and Independent Amounts
- To monitor and manage issuer jump-to-default risk in the inventory across all trading desks (Single Name Issuer Risk)
- Acting as the point of contact for any assigned Basel III Credit Risk project streams. This will include some or all of the following activities: requirements specification; requirements modification in negotiation with delivery team; development of testing plans; execution of testing plans; communication of status to manager and other interested stakeholders.
Candidate requirements:
- Educated to degree level (or overseas equivalent)
- Familiarity with Derivative trade flows across systems and infrastructure in various product areas.
- Experience of credit risk management, reporting and control systems either in a project role or as an end user.
- Knowledge of credit risk management techniques.
- Understanding of a variety of traded products.
- Well organised with ability to multi-task and prioritise in order to meet tight deadlines.
- Effective written and verbal communication skills.
- Ability to communicate confidently and effectively to a variety of audiences.
- Proven analytical and problem solving skills.
If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or anna.purves@robertwalters.com quoting the Job Reference 1577570/APC
January 12, 2012
• Tags: Derivative Credit Exposure Measurement recruitment, Risk Analyst AVP, Risk Management careers in the UK, VP • Posted in: Financial