Counterparty Credit Risk consultant 6 Months Contract

Job title: Counterparty Credit Risk consultant 6 Months Contract

Company: Belmont Lavan


Job description: Job Description:

• Own and execute external and internal counterparty credit risk stress testing
• Perform in-depth analysis on the counterparty credit portfolio and stress test results, prepare and explain the risk analysis to senior stakeholders, committees and regulators
• Develop, maintain. review and control processes for the stress testing results, engaging with stakeholders to test the adequacy of the outcomes
• Understand key drivers and risks in order to ensure that the stress test analysis can support business decisions
• Understand the counterparty credit risk stress testing models, and assess the compliance of the stress testing framework with respect to the regulatory capital and stress testing requirements
• Work in various projects that are highly prioritised within the bank such as EBA or ICAAP stress test exercises
• Supporting other financial risk management tasks including change projects, live-deal assessments & approvals, CCR portfolio management and reporting
• Continuously developing your own understanding of prevailing and emerging industry risks relevant for CCR

Description of knowledge and experienceQualification:

• 4 years+ experience operating within a financial markets role. Experience in Counterparty Credit Risk or Market Risk is seen as an advantage
• Knowledge of financial products with prior professional experience analysing/modelling derivatives
• Candidate is likely to have an excellent academic background, including a degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering
• Excellent written and spoken English – Nordea’s official language is English
• Programming experience is seen as an advantage

RequirementsProgramming experienceStress TestingPerform in-depth analysis on the counterparty credit portfolio and stress test resultsKnowledge of financial products with prior professional experience analysing/modelling derivativesPreferred skillsCounterparty Credit Risk or Market RiskLanguagesEnglish

Expected salary:

Location: København

Job date: Sun, 08 Jun 2025 22:33:54 GMT

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