Business Analyst- Counterparty Credit Risk


Premium Job From Huxley

Recruiter

Huxley

Listed on

28th February 2018

Location

London

Salary/Rate

£400 - £480

Type

Contract

Start Date

ASAP

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Business Analyst- Counterparty Credit Risk

A leading UK bank are looking for a Business Analyst to join their Counterparty Credit Risk team.

This role is based in the City of London, on a 9 month contract and paying up to £480 daily.

Key Responsibilities

* Acting on changes affecting the counterparty Credit Risk systems and processes.

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

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

Knowledge & Experience

* Good 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.

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

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

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

If this sounds like you, please apply through this website or email your CV directly.

To find out more about Huxley, please visit www.huxley.com

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