Senior Business analyst Counterparty Credit Risk Reporting Analyst/MI with SQL, London recruitment

An excellent opportunity has arisen at a leading Bank for someone with who has traded product Counterparty Credit Risk experience accompanied with excellent SQL skills to work within the Credit Risk Reporting Team.

The role sits in Corporate Markets Risk within Wholesale Risk that spans Commercial Banking, Corporate Banking, Treasury Trading and Wholesale Markets. The Corporate Markets Risk Infrastructure team is tasked with developing and managing an optimised Corporate Markets-wide risk platform with integrated MI functionality and appropriate control workflows to enable effective risk management.

To support the development and implementation of Phase 2 of the Strategic Credit Risk Management platform the existing project team is to be expanded with contractor resource to support the existing permanent headcount resource.

This is a key role within the team responsible for report development, production and analysis of the bank's Traded Products portfolio.

Some of the responsibilities within the role will include:

Support the development of Counterparty Credit reporting. The key projects will include reporting on counterparty portfolio exposures, sensitivities and stress testing, limit management.
 Working with a number of high profile applications used globally by Credit Risk.
 Working with individuals who have subject matter expertise in addition to working with teams globally.
 Using SQL, create new and improve existing reports and participate or lead projects and other work as assigned.
 Engage key business partners to understand information needs and respond to ad hoc data requests.

You will need to have the following:

Financial Markets knowledge: FX/Rates/Balance sheets

Business requirements: ERD/PD/LGD

 

Credit Risk experience

 

Strong Basel II experience (Any Basel III knowledge would be beneficial)

Background in Investment Banking

Undertaking Business Analysis activities;

Working on Credit Risk Management system solutions;

Good understanding of Credit Risk management credit application processes;

Previous experience in working with a results oriented project team with a key focus on delivery;

Excellent understanding of Wholesale Banking products including lending and derivatives;

Thorough understanding of project lifecycles and tools / techniques / standards within each phase.

Experience within Financial Services with knowledge of traded products and risk management concepts.

Working knowledge of derivatives (CE PE, collateral margining and composition, CVA and economic capital as it relates to CE and PE, sensitivities and stress testing).