We are currently recruiting for an enthusiastic and motivated individual who has a keen interest in the clearing house counterparty credit risk management. The incumbent will manage the London credit risk team on a day-to-day basis, work on a range of counterparty risk analysis, identify, develop and implement new tools and techniques to enhance analytics capability. Candidates must have relevant work experience in financial service industry and proficiency in financial analysis, derivatives instruments and the credit risk modeling techniques (scoring, exposure measurement).
DUTIES AND RESPONSIBILITIES
Lead the London credit risk team on day-to-day risk management and collaborate with the ICE group colleagues on key policy and methodology development.
Develop and implement credit risk policies and internal credit models.
Ensure risk policies are adhered to and are compliant with regulatory initiatives.
Documentation and presentation of risk polices and models for members, regulators, risk committees and other governance functions.
Conduct and enhance daily credit risk monitoring and data analytics
Analyse financial statements and accounts
Plan and execute thematic and regular counterparty reviews/visits
Conduct the Clearing Member/counterparty onboarding process
Respond to regulatory data requirements or the counterparty due diligence requests
Project work / ad-hoc queries /daily and routine risk reporting
Degree educated in Finance or other numerical disciplines
Advanced knowledge and understanding of financial statement components and the ability to identify key risk within these statements
Knowledge of the financial derivatives and markets
Practical work experience in credit risk models (credit scoring model, exposure measurement) and market risk management methodologies, including VaR models
Good attention to detail, can work independently but also as part of a team, and have a friendly and professional attitude.
Excellent written and spoken English
Self motivated, proactive, able to work independently and as part of a team
Strong knowledge of Microsoft office, Word, Excel and Access