Senior Credit Risk Analyst
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.
- 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.
- 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.