Counterparty Credit Risk – IMM – BA/Project Manager – Investment Bank

  • Salary:£650-725
  • Location:London, England, United Kingdom
  • Job Type:Contract, Full time
  • Company:Alexander Ash Consulting
  • Updated on:19 Sep 17

Counterparty Credit Risk – IMM – BA/Project Manager – Investment Bank. An investment bank are improving their counterparty credit risk management capabilities and have a fantastic opportunity for a Business Analyst / Project Manager to enhancements to their internal model method waiver for counterparty credit risk.

As a Project Manager you will be responsible for project managing a number of initiatives around changes to calculations, risk measures, front office valuation models, stress testing and other systems enhancements.  This will principally entail the business change management of a complex project with multiple stakeholders and being able delve into the detail around counterparty credit risk in terms of business analysis.

You should apply for this role if you are/have:

  • 5+ years risk project management experience within an investment bank
  • Strong understanding of counterparty credit risk calculations and measures
  • Detailed understanding of derivatives products and their front-to-back lifecycle
  • Solid understanding of quantitative finance and Monte Carlo methods
  • Regulatory understanding including:  IMM, CRD4, IOSCO, SACCR etc.
  • Business and technology project management capability with a track record of delivery
  • Strong stakeholder management skills including credit risk and front office
  • Degree educated or higher from a leading academic institution

This is an initial 6 month contract based London at £650-725/day.