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Counterparty Credit Risk Business Analyst

Job Seekers United Kingdom Project & Change Management, Risk Management

Job Summary

  • London
  • Permanent
  • BBBH762655
  • Oct 23, 2020
  • £60k - £80k
Job Description

Business Analyst - Counterparty Credit Risk - Looking for an experienced Senior AVP or Junior VP level candidate with experience within Counterparty credit risk and experience as a business analyst

Skills for CCR will include:

  • Knowledge around Credit risk metrics including PFE, EPE, EEPE calculations
  • Derivative pricing through monte carlo technique
  • Experience with counterparty credit risk systems
  • Knowledge of clearing and collateral optimisation
  • Regulatory knowledge relating to CCR

Business Analysis skills will include

  • Business requirement gathering and documentation
  • Writing functional specs
  • Stakeholder relationship management
  • UAT
  • Managing the risk engine
  • Working on As is and To be, TOMs, road maps, agile approaches to sweeping changes etc

If you feel that you match these requirements and you have the technical knowledge to perform the tasks mentioned then don't delay and please apply

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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Consultant Details

Consultant Details

Sam Turner
Sam Turner
  • Principal Consultant
  • +44 20 7092 0135
  • sturner@morganmckinley.com