Counterparty Credit Risk Analyst
HFG are working with a financial services firm who are looking for a counterparty credit risk analyst to join their Risk and Research team in London. The team provides technical expertise to central clearing parties on risk and liquidity measurement and modelling capabilities.
- Review of initial margin models, collateral management and the exposure measurement of investment activities.
- Review of CCP's stress testing and reverse stress testing methodologies
- Provide technical support to CCP policy on regulatory requirements
- lead on-site visits, including interviews with senior management.
- Experience working in Counterparty Credit Risk or Market Risk within international banks of in a consultancy.
- Familiar with a range of cash and derivative products, preferably commodity, rates, credit or FX.
- Strong mathematical degree.