Counterparty Credit Risk Reporting and Analytics Professional
About this role
Job ID: 5908
We are looking for a Risk Expert to join our team. This is a permanent, full-time position.
About our team
Meet the Counterparty Credit Risk team, which is a part of Group Financial Risk. Our role is to support the monitoring, analysis, reporting, and governance of counterparty credit risk across derivatives, securities financing, and related trading activities.
Our team is responsible for providing high-quality counterparty credit risk reporting, analytics, and insights to support senior management, risk committees, and regulatory stakeholders. We monitor exposure, limit utilisation, collateralisation, stress outcomes, concentrations, exceptions, and key risk drivers across counterparties and portfolios. Translate complex risk data into clear management information, commentary, dashboards, and decision-ready reporting. Contribute to strong governance, data quality, controls, and continuous improvement across the CCR reporting lifecycle.
Collaboration. Ownership. Passion. Courage. These are the values that guide us in how we work and how we make decisions – and that we imagine you share with us.
Responsibilities
- Produce and enhance daily, monthly, quarterly, and ad hoc counterparty credit risk reports for management, committees, risk owners, and regulatory stakeholders.
- Analyse movements in Current Exposure, Potential Future Exposure, Exposure at Default, Expected Positive Exposure, Pre-Settlement Risk, collateral, stress results, and limit utilisation.
- Investigate exposure changes, data breaks, outliers, concentration risks, breaches, exceptions, and emerging risk themes.
- Prepare concise executive commentary explaining key drivers, trends, risk appetite metrics, issues, and forward-looking risk outlooks.
- Support stress testing and scenario analysis across market factors, counterparty concentrations, collateral, margin period of risk, liquidity stress, and reverse stress scenarios.
- Maintain and strengthen controls, reconciliations, data quality che