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