Credit Risk Consultant – Securities Clearing & Analytics

CME Group; Chicago (IL); On-site; USD 120,347,000 - 128,943,000; Full time

Job summary

CME Group is seeking a risk analyst consultant to perform in-depth analysis of market, credit, and industry data, identify risks, and present findings to senior management. The role supports daily assessments of market conditions and impacts to counterparties as the first line of defense against systemic and counterparty-specific risks.

Daily reporting to governance, comprehensive risk metrics, and escalation of issues are core duties.

Qualifications

• Direct experience in counterparty credit risk evaluation.
• Knowledge of Fixed Income, Cash Treasuries, and Repo Markets.
• Experienced in Excel, PowerPoint and Word.
• Familiarity with relational databases (MS SQL, Oracle) and SQL.
• Ability to manipulate large data sets.
• Strong analytical, quantitative, and organizational skills.
• Knowledge of financial analysis at an intermediate level.
• Excellent written and verbal communication skills.
• Capability to work independently as well as in a team setting.

Responsibilities

• Liaise with market risk, financial surveillance, and other departments to familiarize others with counterparty credit, liquidity, and collateral risk profiles.
• Perform daily procedures to monitor risk to the clearinghouse, including credit and liquidity stress testing, and elevate findings as necessary.
• Demonstrate a strong understanding of applicable regulations at both domestic and international level as well as have a firm grasp of applicable rules in the clearinghouse’s rule book.
• Use technical skills, including knowledge of programming and financial mathematics, to maintain models.
• Assist in preparing responses to ad hoc regulatory requests.

Skills

Counterparty credit risk

Risk analysis

Financial mathematics

Programming

Communication

Independent work

Tools

Bloomberg

MS SQL

Oracle

Excel

PowerPoint

Word

SQL

Job description

CME Group is seeking a risk analyst consultant to perform in-depth analysis of market, credit, and industry data, identify risks, and present findings to senior management. The role supports daily assessments of market conditions and impacts to counterparties as the first line of defense against systemic and counterparty-specific risks.

Daily reporting to governance, comprehensive risk metrics, and escalation of issues are core duties.