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Risk Manager- XVA

Emagine Consulting Ltd
Closing date
18 Jan 2022

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Contract Type
Full Time
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We are currently looking for dynamic individuals to join our Risk Practice; allocated to a multi-disciplinary squads delivering a range of projects across both Credit and Market Risk.

The focus of this role will have you working on XVA/CVA Risk Management across a portfolio of projects.

As well as performing the core market risk management functions, projects will cover extending the existing process across a wider range of products, implementing a consistent framework for measuring and managing the associated risks, and integrating the XVA into the overall market and counterparty risk framework.

The role:
  • The particular role will cover all the topics related to XVA risk management and SA CVA (accounting + regulatory)
  • Working with other parts of Risk organization, to improve the frequency and range of stress testing and capital adequacy processes (e.g., legal entity ICAAPs, CCAR, Risk Appetite Programme).
  • Interaction with Model Risk Management, Risk Analytics and Financial Control to ensure robustness of methodologies and models
  • Interaction with Market and Credit Risk Managers to improve accuracy of regulatory and management reporting
  • Be responsible for the risk management frameworks associated with counterparty credit risk, xVA market risk and securitisation, providing independent challenge to the business and supporting the risk management of legal entities through which business is conducted.
  • Lead and contribute to the relevant projects, working groups and committees related to derivatives risk management.
  • Positively contribute to the embedding of a risk based culture, coaching, influencing and challenging all colleagues to take personal accountability for risk based decision making.

Key Skills and Experience:

To succeed in this role you will need:
  • Understanding of valuation adjustments such as XVA, CVA, FVA, etc.
  • A background in trading, risk management or structuring would be a strong advantage
  • Robust knowledge of credit and rates markets
  • Detailed understanding of counterparty risk management principles and the regulatory changes
  • Ability to interact with front office & market risk managers and understand complex demands
  • Ability to obtain data from multiple sources, analyze information
  • Good interpersonal and communication skills
  • Good attention to detail and strong analytical skills
  • A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously
  • Ability to identify issues, build consensus, and drive projects through to resolution

If you can answer yes to most of these questions do not hesitate and apply to this opportunity.

"emagine is an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion or ethnic origin"
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