Counterparty Credit Risk Business Analyst

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Counterparty Credit Risk Business Analyst

The Role

The Business Analyst will be based with a leading financial services company in London on an initial contract length of 3 months. Although the initial contract is for 3 months, the contract has a very high potential to go long past the initial contract on offer. The initial day rate on offer is up to £500/day.

The candidate will be working within the Counterparty Credit Risk Change team and supporting a high profile regulatory programme. This role involves documenting the business requirements from all relevant stakeholders, defining the test strategy, test plan and test cases.

Key responsibilities:

* Acting as a business analyst on project related changes affecting the counterparty Credit Risk systems and processes.

* Representing the Counterparty Credit Risk team in workshops / working groups and contributing to the wider development of the risk systems.

* Acting as the point of contact for all project related business queries affecting the limit utilisation, Potential Future Exposures (PFE) and Risk Weighted Assets (RWA).

Essential skill set/ experience:

* Strong Counterparty Credit Risk understanding, excellent knowledge of traded products (Repo, Rates, FX, Credit, MM and structured transactions) and trade life cycle.

* Good experience in working with vendor Credit Risk systems (Murex Limits Controller - MLC).

* Qualification in a quantitative discipline such as Mathematics or Economics or be able to demonstrate clear evidence of comparable quantitative skills acquired through relevant training and work experience.

* Knowledge of working on monte-carlo simulation engines. Desirable but not essential.

How to Apply

To apply for the role, you can apply directly through the site or you can reach me on the contact details below. Ideally we aim to provide feedback within 72 hours of your application but in some instances that may not be possible.

To find out more about Orgtel please visit www.orgtel.com

Orgtel, a trading division of SThree Partnership LLP | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales