Business Analyst- Counterparty Credit Risk
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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