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Counterparty Credit Risk Analytics - VP/SVP - Tier 1 IB

Eximius Finance
London, United Kingdom
Competitive Salary
Closing date
Feb 13, 2024

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Job Role
Risk Manager
Contract Type
Full Time
My client, a Tier 1 banking group, is looking to increase headcount within their First Line of Defence Risk function. Sitting with the Front Office, this team are looking to hire a VP & SVP that will be responsible for providing analytics on the CCR Models relating to their Wholesale Lending Business.

  • Provide effective credible challenge to Business Region Heads and Portfolio Managers as regards credit memoranda and process quality to ensure that weaknesses in such processes are identified and escalated as appropriate.
  • Establish and drive processes that enable wholesale credit risks within Citi are effectively identified, measured, monitored, and controlled, consistent with the bank’s risk appetite and all policies and processes established within the risk governance framework.
  • Provide oversight and guidance over the assessment of complex issues, structure potential solutions and drive effective resolution with stakeholders.

  • Deep knowledge of risk management and control frameworks related to Counterparty Credit Risk management or another Financial Risk discipline.
  • Deep understanding of counterparty credit risk modelling (including PFE, Stress and SIM model) including calibration and back-testing and the limitations there of. Understanding of best-in-class standards in modelling and model risk management.
  • Ability to understand complex counterparty credit product structures including derivatives and well-versed in securitisation and credit financing products
  • Insights over key counterparty credit risk themes such as limit framework, Early warning indicators, Stress testing, Wrong way risk, exposure modelling including PFE, collateral (ISDA / CSA) and margining processes including key regulations (including uncleared margin rules and IMM) and CVA

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