We are recruiting for an Assistant Manager or Manager to join a growing Counterparty Credit Risk team within a leading financial services firm.
The team works with major banks and financial institutions across a range of complex risk management and regulatory challenges, with a particular focus on Counterparty Credit Risk (CCR), Credit Valuation Adjustment (CVA) and Market Risk.
Key Responsibilities:
- Advise financial institutions on Counterparty Credit Risk and CVA frameworks, methodologies and regulatory requirements.
- Support projects involving SA-CCR, SA-CVA, BA-CVA and the Internal Models Method (IMM).
- Work on counterparty exposure modelling, collateralisation, netting, margining and regulatory capital optimisation.
- Contribute to Market Risk projects covering the Fundamental Review of the Trading Book (FRTB), including the Internal Models Approach (IMA) and Standardised Approach (SA).
- Work across quantitative risk methodologies, including VaR, Expected Shortfall, exposure modelling and stress testing.
- Support the development, implementation and improvement of risk models and regulatory frameworks.
- Manage project work streams and develop relationships with senior stakeholders across financial institutions.
- At Manager level, take responsibility for leading teams, managing engagements and providing technical guidance.
Experience & Skills:
The successful candidate will ideally have:
- 2-10 years experience within Counterparty Credit Risk, CVA, XVA, Market Risk or Quantitative Risk.
- Strong understanding of derivatives and traded financial products.
- Knowledge of CCR/CVA methodologies, including SA-CCR, SA-CVA, BA-CVA or IMM.
- Experience with FRTB, including IMA, SA, Expected Shortfall, P&L Attribution or related regulatory requirements.
- Understanding of counterparty exposure, PFE, EPE, collateralisation and netting.
- Experience in quantitative modelling, risk management or regulatory implementation.
Professional qualifications such as FRM, CFA or CQF would be advantageous.
Counterparty Credit Risk Manager employer: Campion Pickworth
At Campion Pickworth, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. As part of a leading international professional services firm, you'll have access to cutting-edge technologies and the opportunity for continuous professional growth, all while working alongside a team of talented specialists in a supportive environment. Our commitment to employee development and the chance to tackle complex business challenges make this role not just a job, but a meaningful career path.
