Securities Clearing - Credit Risk Consultant
Core
Perform in-depth analysis of market, credit, and industry data to identify risks, assess exposures, and develop methodologies to measure exposures for a clearinghouse.
Role type
Credit Risk Consultant (Clearing)
Builds
Risk reports for internal governance committees and stress testing results
Domain
Financial Services / Derivatives Clearing / Credit Risk
Deliverable
dashboards & analysis
Required skills
Counterparty credit risk evaluation, Fixed Income markets, Cash Treasuries, Repo Markets, Financial mathematics, SQL, Data manipulation
Preferred skills
None stated
Technologies
Bloomberg, MS SQL, Oracle, Excel, PowerPoint, Word
Responsibilities
Monitor risk to the clearinghouse including credit and liquidity stress testing, Create reports for internal governance committees, Liaise with market risk and financial surveillance departments, Maintain risk models using programming and financial mathematics, Escalate findings regarding systemic, idiosyncratic, and counterparty-specific risks
Seniority
Mid-level Consultant
