Counterparty Credit Risk Analyst/£400pd

Leading Investment Bank is looking for Counterparty Credit Risk Analysts to define methodology and provide guidance to the implementation of strategic solutions for counterparty credit risk exposure computation driven by regulatory and internal policy commitments.

RESPONSIBILITIES:

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Work on strategic projects for Basel III and CRDIV regulatory requirements with particular focus on Collateral Modeling.
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Provide methodology input to enhance existing or defining new calculation logic, to ensure accurate risk capture in line with regulatory and internal policy commitments.
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Build and enhance tactical solutions in MS Access and Excel using VBA and SQL to support the strategic risk computation.
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Answer queries raised by Senior Management, Credit Officers, Front Office and Regulatory Reporting teams.

REQUIREMENTS:

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Good knowledge of financial products in general.
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Knowledge of the evolving regulatory requirements including CRDIV and Basel III would be a distinct advantage.
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Good understanding of statistics including mathematical skills.
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Ability to work with large amounts of data.
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Knowledge of Counterparty Credit Risk basics.
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Track record of achieving tasks independently. - Strong VBA and SQL skills.

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.