Counterparty Credit Risk BA (h/f)

London x5 Days on-site

£525 Inside

emagine is a high-end professional services consultancy and solutions firm Specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions.

We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine.

We are seeking a Credit Risk Reporting Business Analyst to manage and enhance credit risk reporting processes in line with regulatory requirements. This role is critical for ensuring accurate, timely, and compliant reporting while driving improvements in systems and workflows.

• Deliver counterparty concentration risk, stress, and limit reporting.

• Upgrade the QuIC counterparty credit risk engine for PFE calculation to meet PRA license conditions.

• Develop credit risk reports, including Collateral, Gross Cash Limit, and Short-Term Tenor across multiple products.

• Create a pre-deal check tool for the Rates Sales Desk to estimate PFE exposure and limit utilization.

• Design UI and workflows for calculation review and validation processes.

• Analyze and manipulate data using platforms such as Murex, Apex, and Bloomberg.

• Conduct gap analysis and define future-state credit risk processes.

• Collaborate with application teams to implement system and data changes.

• Resolve data integration issues impacting counterparty and limit information.

• Review operational risks and propose electronic/procedural improvements.

• Influence project solutions through technical expertise.

• Act as a liaison between business and software development teams.

• Participate in SIT and UAT testing of data and report outputs.

• Prepare stakeholders for new solutions and provide initial application support.

• Proven experience in credit risk reporting and analysis.

• Proficiency in Murex, Apex, and Bloomberg for data manipulation.

• Strong analytical and problem-solving skills within financial contexts.

• Understanding of regulatory requirements, particularly PRA conditions.

• Ability to develop tools and workflows for credit risk management.

• Familiarity with QuIC and RiskMetrics.

• Experience with SIT and UAT testing processes.

• Strong communication skills to explain technical concepts to non-technical stakeholders.

Our people

The ideal consultants will share our values and be aligned with our ways of working and as your career progresses, you can expect to work across all areas of the project life cycle, from strategy to implementation. This will provide you with a broad base of experience from which to build an outstanding career.

The ideal consultants will share our values and be aligned with our ways of working and as your career progresses, you can expect to work across all areas of the project life cycle.

We pride ourselves on;

• Providing our people with a supportive culture, rooted in our values and driven by our purpose.

• Promoting a culture of inclusion, collaboration, well-being, and learning and development.

• Providing increased agility and flexibility within our hybrid working model

• Investing in employees' growth through ongoing training and development

• Autonomy to take ownership of projects, making decisions and demonstrating individual expertise

• Providing an transparent performance and career management experience.