Credit Risk Business Analyst

JR United Kingdom; London; On-site; EUR 50,000 - 90,000; Full time

Job summary

Join a forward-thinking company as a Risk Analyst specializing in Counterparty Credit Risk. In this pivotal role, you will assess and monitor credit risk exposure, ensuring compliance with regulatory standards while collaborating with traders and risk managers. Your expertise will help shape risk strategies and provide valuable insights through comprehensive reporting. Be part of a diverse team dedicated to transforming technology and building a sustainable future. This is an exciting opportunity to make a significant impact in a dynamic environment where your skills will be highly valued.

Qualifications

• Strong understanding of counterparty credit risk and market behavior.
• Ability to perform quantitative risk analysis and reporting.

Responsibilities

• Assess and monitor counterparty credit risk exposure across trading activities.
• Prepare risk reports for internal stakeholders and regulators.

Skills

Counterparty Credit Risk Assessment

Stress Testing

Scenario Analysis

Regulatory Compliance

Financial Analysis

Market Risk Assessment

Education

Bachelor's Degree in Finance or Related Field

Master's Degree in Finance or Related Field

Job description

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Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, where you’ll be supported and inspired by a collaborative community of colleagues around the world, and where you’ll be able to reimagine what’s possible. Join us and help the world’s leading organizations unlock the value of technology and build a more sustainable, more inclusive world.

YOUR ROLE

The Risk Analyst – Counterparty Credit Risk is responsible for assessing, monitoring, and reporting on counterparty credit risk exposure across trading activities. The role involves working closely with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite.

YOUR PROFILE

• Counterparty Credit Risk (CCR) Assessment & Monitoring: Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
• Use methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.
• Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
• Perform stress testing and scenario analysis to assess potential adverse impacts on counterparty risk exposure.
• Assist in setting and monitoring counterparty risk limits, ensuring compliance with internal risk policies.
• Work with market risk teams to assess how market movements (e.g., interest rates, FX rates, volatility) impact counterparty exposure.
• Identify and track exposure concentration risks across products, counterparties, and sectors.
• Support pre-trade risk analysis by assessing potential counterparty risk for new transactions and trading strategies.
• Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations.
• Prepare risk reports for internal stakeholders and regulators, providing clear insights into counterparty risk profiles.
• Support regulatory capital calculations and reporting, ensuring accurate risk-weighted asset (RWA) assessment.

ABOUT CAPGEMINI

Capgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world, while creating tangible impact for enterprises and society. It is a responsible and diverse group of 350,000 team members in more than 50 countries. With its over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market-leading capabilities in AI, cloud, and data, combined with its deep industry expertise and partner ecosystem. The Group reported 2023 global revenues of €22.5 billion.

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