CA CIB UK

Project management

★★★★★

Senior counterparty risk analyst & project manager

29 November England - Greater London, London Perm

Summary
Credit Administration & Monitoring (RPC-CAM) is responsible for monitoring the credit risk exposures on commercial facilities and FX capital markets trades booked in the UK.
Additionally the department handles tasks connected with the credit risk process, such as producing credit alert reports for the London Credit & Monitoring Committee (LCMC), monitoring the credit limits in FX Electronic platforms or ensuring that Basel III data is correctly recorded and sent to central risk systems for RWA calculations.
Key Responsibilities
Ensure that Counterparty Risk exposures are correctly monitored on Capital Market activities and follow-up counterparty risk monitoring on FX Capital Market products in RPC CAM London using the appropriate tools (MORITO).
Ensure CLS risk related reports are produced and sent to RPC HO.
Perform controls and follow-up on FX and IRS Give Up processes and activities (via HARMONY).
Participate and represent the department in various projects related to Capital markets activities / studies.
On a monthly basis produce and finalise the Risk vs.
Finance reconciliation (using SDP/CORALY, BMF and CRR info) and report the results to London RPC CAM Management and to RPC HO on due time
Undertake various important data reconciliations at month-end (including C1, C2 and C3)
Update bilateral netting agreement flag within the relevant systems
Prepare various daily, weekly and monthly reports
Update and maintenance of the CLS flag within the D2D platforms
Control and Monitoring
Participating to RPC HO projects / IT studies around Counterparty risk processes and systems to either follow the business strategy or improve the overall risk data quality (including the RWA optimization)
Working on FX and IRD Give Up report.
Reporting breaches on those trades to RPC CAM Management and to FO.
Participating to the functional / IT improvements in the processing chain.
Controlling the input of the Give Up limits and reviewing the relevant documents linked to these activities
Monitoring the credit limits for FX electronic platforms (D2D) in coordination with GMD, GIT and external providers

Participate to the update of the procedures.
Compliance with all rules and regulations, internal as well as external

Timely completion of all mandatory trainings (compliance, financial security)

Cooperation with Permanent Control, Audits, internal as well as external, and timely implementation of all recommendations
Legal and Regulatory Responsibilities
Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and the Financial Crime Policy.
Maintain appropriate knowledge to ensure to be fully qualified to undertake the role.
Complete all mandatory training as required to attain and maintain competence.
Salary: Competitive
Closing date: 30 Dec 2019

Good level of education – preferably Degree level