We are seeking a Financial Risk Manager to take charge of managing counterparty credit risk through comprehensive stress testing, influencing vital business decisions. The ideal candidate will possess extensive experience in financial markets, a solid understanding of credit risk models, and the ability to communicate complex analyses effectively to both technical and non-technical stakeholders.
Main Responsibilities
- Own and execute external and internal counterparty credit risk stress testing.
- Perform in-depth analysis on the counterparty credit portfolio and stress test results, preparing and explaining risk analysis to senior stakeholders, committees, and regulators.
- Develop, maintain, review, and control processes for the stress testing results while engaging with stakeholders to ensure adequacy of outcomes.
- Understand key drivers and risks to support business decisions through stress test analysis.
- Assess the compliance of stress testing frameworks concerning regulatory capital requirements.
Key Requirements
4 years+ experience in a financial markets role, preferably in Counterparty Credit Risk or Market Risk.
Proven knowledge of financial products, particularly with analysis/modeling of derivatives.
Excellent academic background with a degree in a quantitative discipline such as economics, finance, statistics, mathematics, sciences, or engineering.
Strong proficiency in written and spoken English.
Programming experience is a distinct advantage.
Nice to Have
Experience with projects such as EBA or ICAAP stress test exercises.
Experience in financial risk management tasks including portfolio management and reporting.
Continuous development of understanding regarding emerging industry risks relevant for Counterparty Credit Risk.
Other Details: The position starts ASAP, with a duration of 8 months and the possibility of extension. The workload is full-time with a hybrid working arrangement.
