Counterparty Credit Risk Officer

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Counterparty Credit Risk Officer, London

Client:

Natixis

Location:

London, United Kingdom

Job Category:

Other

–

EU work permit required:

Yes

Job Reference:

700cffcfd30f

Job Views:

5

Posted:

29.05.2025

Expiry Date:

13.07.2025

Job Description:

Job Description

Job Scope

Within the UK Risk Department, the Counterparty Credit Risk (CCR) Analyst will monitor and explain exposures under normal and stressed conditions, and contribute to enhancing the local risk framework, liaising with stakeholders including Global Market, Risk Departments, Legal, BO, and IT, both locally and globally.

Main Responsibilities:

• Perform counterparty risk analysis on derivatives portfolios across various assets (FX, Interest rates, equities, commodities, credit), covering all counterparty sectors (banks, corporates, funds, etc.), and identify concentrations.
• Assist the Front Office by explaining variations and breach limits, conduct initial investigations to identify potential issues, and escalate as needed.
• Participate in estimating and recommending appropriate trading limits, considering transaction specifics, global risk assessments, and risk appetite.
• Contribute to reviewing and updating counterparty risk policies and procedures.
• Engage in enhancement projects, advocate for continuous improvements, and develop proof-of-concept tools when appropriate.
• Assist in preparing risk committee reports, and reports for regulators and auditors.

Required Skills/Qualifications/Experience:

Minimum 2 years of experience in risk monitoring or management.
Good knowledge of financial derivatives, repos, and market or counterparty risk.
Familiarity with sensitivities, VaR, stress testing, PFE, EAD, EEPE, RWA, xVA.
Understanding of legal documents such as ISDA, CSA, GMRA, GMSLA.
Strong analytical skills for handling large datasets.
Excellent organizational, communication, and interpersonal skills.
Programming skills in VBA, Python, etc., and database knowledge are advantageous.
Knowledge of UK and European regulatory requirements is a plus but not mandatory.
Degree in Finance, Math/Applied Math, or Engineering.

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