REQUIRED SKILLS/QUALIFICATIONS/EXPERIENCE

Required Skills:
At least 2 years of experience related to risk monitoring/management
Good knowledge on financial instruments derivatives and repo, and on market and/or counterparty risk
Familiar with sensitivities, VaR, stress tests, PFE, EAD, EEPE, RWA, xVA
Understanding of legal documents (ISDA, CSA, GMRA, GMSLA…)
Strong analytical skills with the ability to deal with large amount of data
Good organizational, communication and interpersonal skills
Good programming skills (VBA, Python…) and knowledge in databases are a strong advantage
Knowledge of UK and European regulatory requirements are a plus but not necessary
Degree in Finance, Math/Applied Math or Engineering

• Perform counterparty risk analysis on the derivatives portfolio cross assets (Fx, Interest rates, equities, commodities and credit), on all counterparties sectors (banks, corporates, funds…), identify any concentration
• Assist the FO by explaining variation and breach limits, perform first level investigation to identify potential issues and raise them to proper teams
• Participate in estimating and recommending appropriate trading limits taking into account notably transactions specificities, global risk assessment and risk appetite/mandate
• Contribute to reviewing the Counterparty Risk policies and procedures
• Take part in enhancements projects, act for continuous improvements, when appropriate build POC tools
• Contribute to the preparation of risk committees, and reports for regulators and audit