Counterparty Credit Risk Analyst

Recruiter
HFG
Location
London (Greater)
Salary
£40000 - £55000 per annum
Posted
27 Nov 2017
Closes
02 Jan 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
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.
Requirements
  • 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.