Credit & Liquidity Risk Analyst

  • Not Specified
  • Chicago, IL, USA
  • Permanent, Full time
  • Chicago Mercantile Exchange
  • 25 Oct 17 2017-10-25

Where Futures Are Made - CME Group is the world’s leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you

Where Futures Are Made - CME Group is the world’s leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it – all while working alongside a team of leading experts who inspire you in ways big and small.
With 2,500 employees located around the world, we’re small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic and the work is unlike any other firm in the business.
Problem solvers, difference makers, trailblazers. Those are our people. And we’re looking for more.

Job Summary:

The Credit Risk Management Analyst monitors credit risk, liquidity risk, & collateral risk to alert Management of potential risks. The Analyst performs in-depth analysis of financial statements & market data to create a concise summary as well as a detailed review & presents findings to management that highlight risks or mitigate risks. The Analyst will also perform daily assessments of financial and market conditions that are the first line of defense against systemic or counter-party specific risks.

Principal Accountabilities:

  • Assess market conditions that affect counter-party credit risk changes and systemic risk to CME. 
  • Liaise with market risk, financial surveillance, and other departments to familiarize others with counter-party credit risk profiles and to build knowledge of credit risk ratings.
  • Perform daily procedures to monitor the risk to the clearinghouse which includes credit alerts, collateral monitoring, and liquidity stress testing.
  • Prepare and present weekly economic data, market data, and counter-party data to Senior Management.
  • Review and assess new collateral acceptance requests, which include market fundamental data including liquidity, volatility, and other market factors.
  • Review counter-party risk credit profiles which includes credit reviews and credit ratings. This requires in-depth financial statement reviews and interpretation of results.

Skills & Software Requirements:

  • Working knowledge of Bloomberg, Excel, PowerPoint, Word.
  • Bachelor’s Degree
  • 1 to 3+ Years Relevant Experience
See Job Description