Associate - Credit Risk - Middle Office - CRMO - Counterparty Exposure & Capital Analysis - Investment Bank

Role & Responsibilities:

- Specific support the team lead and Global Head in relation to Credit Risk Exposure and Capital analysis

- Regulatory capital - EEPE & SEEPE monitoring and investigation / analysis / resolution of exposure exceptions or incorrect movements across all entities

- Understand trade bookings and types and evaluate how exposures will feed and impact into Credit Risk systems across metric

- Awareness of Monte Carlo simulations applied on Product silo's across trades for both OTC and SFT

- Be aware of valuation functions used in simulations across products and credit risk engine calculation logic

- Liaison with Credit Risk Analytics, Data Quality teams, Legal, Front Office

- Perform daily exposure analysis and validation on NCAT, Month End Reg Cap process, PE

- Conduct Monthly Stress Testing batch validation and provide comments on the effects of scenario's & sensitivities

- Data reconciliations / Data analysis

- Calculate exposures as per agreed logic with Credit Risk Analytics

- Identify gaps in exposure calculations by Credit Risk engines

- Participate and conduct UAT for System enhancements and releases and provide sign off

- Produce daily and monthly MI- s

- Operate during London hours and be flexible for other regional coverage

Key Objectives Critical to Success of the Role:

- Be able to analyze and validate exposures across PE, EEPE, NCAT, LEQ, CE unaided

- Ability to coordinate own workload to ensure timely / accurate business-as-usual deliveries

- Ability to interrogate, investigate and identify gaps in exposure calculations

- Ability to investigate, analyze and resolve complex trade booking and simulation issues under compressed timescales

- Deliver on pressed and compressed timescales

- Provide assistance to senior members of the team

- Be a good team player and lead on resolving process gaps and controls

- Escalate gaps and key risk indicators and be a quick learner in picking up processes

- Highlight process issues or enhancements and work with team lead and provide suggestions in fixing them