A leading a global exchange is looking to grow their risk capabilities based in London working closely with the CRO focusing on Counterparty credit risk.
The key purpose of the role:
- Work with the risk function and the business to develop and deliver a robust counterparty credit risk framework and associated risk assessment and monitoring methods;
- Develop and implement product specific analytics, risk limit frameworks and risk monitoring;
- Support development and implementation of counterparty credit risk systems;
- Support development of a firm-wide credit risk appetite linked to portfolio and specific risk limits;
- To prepare and distribute regular risk reports to management.
Required experince :
- Between 5-10 years working in a leading capital makets business
- Experience in managing counterparty credit risk
- Knowledge of derivatives and associated risk management processes (including VaR, ES and stress models)
- Strong quantitative skills
- Knowledge of digital assets would be beneficial