Senior Credit Risk Analyst

Recruiter
MERJE
Location
London (Greater)
Salary
£65,000
Posted
12 Nov 2017
Closes
18 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

My client, a leading European FX company based in London, is searching for a Senior Credit Risk Analyst to join their growing risk team. Reporting into the Head of Risk you will be tasked in delivering front-to-end risk management including counterparty financial research and analysis, determination of credit exposure limit and regular monitoring of counterparty performance to identify any emerging risk.

Responsibilities:

  • Provide assistance and support to the Head of Risk in any risk related matters, including:
  • Evaluate and analyse proposed transactions in the context of risk appetite constraints, taking into account potential impactions on the regulatory and liquidity position of the company;
  • Research of client financial position;
  • Recommend credit limits in a manner consistent with risk appetite for the company;
  • Preparation of Credit Facility proposals for consideration by the client and management.
  • Monitor client positions and facilities including:
  • Calculating the Mark to Market value of an open position;
  • Whether or not clients are inside the parameters set with or without a credit facility;
  • The client’s margin positions (both Initial Margin and Variation Margin);
  • Escalating limit excesses appropriately to management.
  • Collateral management.
  • Monitor the progress of Margin Calls.
  • Understand and implement risk policy framework in the context of the company’s overall risk appetite.
  • Co-ordinate stress analysis on the company’s open positions profile; provide guidance to front office traders accordingly.

Key Requirements:

  • A solid background in Counterparty Credit Risk Management with a focus on corporate clients.
  • Strong written and oral communication skills.
  • Have strong experience in financial markets of traded products including derivatives.
  • Graduate with finance, economic or mathematics focus or equivalent professional experience. Charter Financial Analyst (CFA) or Financial Risk Manager (FRM) designations a plus.
  • Strong Excel VBA skills.