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Counterparty risk vp

London
Confidential
Posted: 20 March
Offer description

Job Description

About the Company

A leading global bank is seeking a VP-level X-Asset Counterparty Risk Manager to join its established risk function in London.

About the Role

This is a broad and high-profile role offering exposure across all major asset classes, including rates, FX, credit, equities and commodities - Including Physical Commodities. The successful candidate will play a key role in the independent oversight, analysis and management of counterparty credit risk arising from trading and financing activity, while partnering closely with front office, market risk, credit, collateral and senior stakeholders across the business.

Responsibilities

* Monitor, assess and challenge counterparty credit risk exposures across a diverse trading portfolio spanning all asset classes
* Perform counterparty risk analysis on derivatives, SFTs and other traded products, including exposure profiling, stress analysis and wrong-way risk assessment
* Review and approve counterparty limits, transactions and risk proposals within delegated authority
* Partner with trading, sales, credit officers, collateral management and legal teams on counterparty-related matters
* Contribute to portfolio reviews, risk appetite assessments and the identification of emerging concentrations or vulnerabilities
* Analyse and escalate material risk issues to senior management and relevant governance forums
* Support the ongoing development of counterparty risk methodologies, policies, frameworks and reporting
* Engage with regulatory and internal change initiatives affecting counterparty risk management
* Provide input into stress testing, exposure modelling and risk framework enhancement across the function

Qualifications

* Degree educated in a quantitative, financial or related discipline; further professional qualifications are beneficial but not essential

Required Skills

* Experience in counterparty credit risk / CCR / XVA / trading credit risk within a bank or comparable financial institution
* Strong product knowledge across multiple asset classes, ideally including commodities
* Good understanding of derivatives, securities financing transactions, collateralisation and netting agreements
* Familiarity with key counterparty risk concepts such as PFE, EE, EPE, CVA and wrong-way risk
* Strong analytical and problem-solving skills, with the ability to interpret complex exposures and communicate key risks clearly
* Experience engaging confidently with front office and senior stakeholders
* Knowledge of regulatory expectations relating to counterparty credit risk would be advantageous

Preferred Skills

* Further professional qualifications are beneficial but not essential

Pay range and compensation package

Broad cross-asset coverage in a genuinely diverse counterparty risk role. Exposure to commodities alongside more traditional asset classes. Strong visibility across trading and risk teams. Opportunity to join a well-regarded banking platform with meaningful scope for development at VP level.

Equal Opportunity Statement

We are committed to diversity and inclusivity.

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