Credit Risk Expert

emagine is seeking a Credit Risk Expert to perform in-depth analysis on the CCR portfolio, conduct deep risk analysis, and lead stress testing. The primary goal of this position is to manage and analyze counterparty credit risk (CCR) and XVA (valuation adjustments) in the financial domain, ensuring robust risk management and compliance with regulatory standards.

Main Responsibilities:

• Perform live-deal assessments & approvals.
• Conduct daily CCR and XVA portfolio management.
• Perform in-depth analysis on the CCR portfolio and stress test results.
• Prepare and explain risk analysis to senior stakeholders, committees, and regulators.
• Execute external and internal stress testing.
• Oversee 1LoD risk management, including controls.
  
  

Key Requirements:

• Knowledge of CCR models & risk drivers.
• Understanding of derivatives.
• Knowledge of regulatory requirements in CCR and XVA areas.
• Programming skills in Python, SQL, PowerBi.
• Experience with risk analysis frameworks.
• Familiarity with financial modeling techniques.
• Understanding of market risk factors.
  
  

Other Details:

Start: ASAP

Duration: 6 months + possibility of extension

Workload: Full-time, 3 days onsite and 2 days remote