Manager - Counterparty Credit Risk

at  Lloyds Banking Group

End Date
Wednesday 29 May 2024
Salary Range
£0 - £0
We support flexible working – click here for more information on flexible working options
Flexible Working Options
Hybrid Working, Job Share
Job Description Summary
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Job Description
JOB TITLE: Manager, Counterparty Credit Risk

• These include credit downgrades, concentrations and correlations across sectors, market risk factors and wider regulatory concerns.
• Working with modelling and Quantitative Research teams to assist with the future evolution of framework and control development. A clear understanding of the credit risk measures and metrics is required to achieve this objective.
• Working with IT Platforms, Modelling, Market & Lending Delivery and Market & Liquidity Risk partners to help develop an understanding of traded risk transfer across the organisation.
• Supporting the first line on risk mitigation techniques and providing the ongoing second line credit risk oversight.
• Being at the forefront of frontline and second line governance committees for CCR risk escalation.
• Provide support to risk wide projects such as ICAAP and regulatory and internal stress testing for CCR as well as support regulator led enquiries