Job Description
Description
The Counterparty Credit Risk (CCR) Team are responsible for the end‑to‑end oversight, governance, and strategic development of the Bank’s traded counterparty credit risk framework. This includes independent risk assessment, exposure management, stress testing, regulatory compliance, and active engagement with 1st Line of Defence (1LOD), Chief Credit Office (CCO), Risk Platforms IT, Quantitative Research (QR) and Model Risk teams to optimise risk‑return outcomes.
Responsibilities
Act as the key bridge between Market Risk and Credit Risk, proactively leading CCR input into counterparty credit assessments and driving the use of exposure analytics and forward-looking risk views in credit decision-making.
Act as a Primary Model User, taking ownership for driving enhancements to CCR exposure methodologies, including Potential Future Exposure (PFE), Expected Exposure (EE/EPE) and Wrong-Way Risk identification.
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