Financial Risk Management for Credit Risk and Stress Testing

emagine


Dato: for 2 dage siden
By: København, Region Hovedstaden
Kontrakttype: Fuld tid
emagine are looking for a Financial Risk Manager to manage counterparty credit risk through comprehensive stress testing, aimed at influencing vital business decisions. The ideal candidate will have experience in financial markets, understanding of credit risk models, and the capability to communicate complex analyses to both technical and non-technical stakeholders.

Main Responsibilities

  • Own and execute external and internal counterparty credit risk stress testing.
  • Perform in-depth analysis on the counterparty credit portfolio and stress test results, preparing and explaining risk analysis to senior stakeholders, committees, and regulators.
  • Develop, maintain, review, and control processes for the stress testing results while engaging with stakeholders to ensure adequacy of outcomes.
  • Understand key drivers and risks to support business decisions through stress test analysis.
  • Assess the compliance of stress testing frameworks concerning regulatory capital requirements.

Key Requirements

  • 4 years+ experience in a financial markets role, preferably in Counterparty Credit Risk or Market Risk.
  • Proven knowledge of financial products, particularly with analysis/modeling of derivatives.
  • Excellent academic background with a degree in a quantitative discipline such as economics, finance, statistics, mathematics, sciences, or engineering.
  • Strong proficiency in written and spoken English.
  • Programming experience is a distinct advantage.

Nice to Have

  • Experience with projects such as EBA or ICAAP stress test exercises.
  • Experience in financial risk management tasks including portfolio management and reporting.
  • Continuous development of understanding regarding emerging industry risks relevant for Counterparty Credit Risk.

Start: ASAP

Duration: 8 months + extension

Workload: fulltime + hybrid

Location: Høje-Taastrup, Copenhagen
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