Counterparty Credit Risk Manager - Market Risk

TL;DR

Counterparty Credit Risk Manager (Market Risk): Operate CCR exception control reports and produce daily/weekly/monthly reports for stakeholders with an accent on macroeconomic risk analysis and stress testing submissions. Focus on providing analytics and tools to Credit Officers for robust CCR oversight and collaborating on system change projects.

Location: London, Birmingham (Hybrid Working)

Salary: £93,087 - £103,430

Company

Rebooting an icon and building the future of finance.

What you will do

• Operate CCR exception control reports, ensuring exposures within limits and managing exceptions with escalation.
• Produce daily/weekly/monthly CCR reports for internal stakeholders including Credit and Front Line teams.
• Perform routine and ad-hoc analysis of macroeconomic factors impacting Traded Product Portfolio Risk.
• Support internal and regulatory stress testing submissions (TWD, 4YOP, SWES).
• Provide Credit Officers with tools, analytics, and insights for PFE, Settlement Risk, and Credit Policy monitoring.
• Collaborate with CCR and System Change Teams on reporting enhancements and regulatory projects.
• Contribute to governance and business management of the FI Credit Team.

Requirements

• Minimum 5 years Market/Counterparty Credit Risk experience.
• Good understanding of Counterparty Credit Risk and interlinkages with Regulatory Capital requirements.
• Higher qualification in economic or quantitative discipline or equivalent professional qualifications.
• Excellent written/oral communication skills to convey technical ideas to diverse audiences.
• Proactive with initiative for end-to-end task completion.
• Strong analytical skills and attention to detail, especially with large datasets; PowerBI, Python, SQL preferable.

Culture & Benefits

• Generous pension contribution up to 15%.
• Annual performance-related bonus and share schemes including free shares.
• Adaptable benefits like discounted shopping.
• 30 days' holiday plus bank holidays.
• Range of wellbeing initiatives and generous parental leave policies.
• Inclusive environment celebrating diversity.