Counterparty Credit Risk, Functional Specialist

Posted 6hrs ago

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Job Description

Counterparty credit risk specialist defining IMM limits-management solutions for Talan’s financial-services clients. Translating risk requirements into data, calculation, testing, and reporting capabilities.

Responsibilities:

  • Lead the definition of complex business requirements related to CCR / IMM Limits Management
  • Provide functional expertise on counterparty risk limits, including limit structures, utilization, thresholds, breaches, and monitoring processes
  • Define and validate limit calculation and consumption rules, including exposure and risk metrics used against different limits
  • Define functional requirements for limit setup, allocation, monitoring, utilization, and breach management
  • Lead gap analysis and define as-is / to-be solutions for CCR limit frameworks
  • Design end-to-end functional solutions aligned with limit management processes, counterparty exposure data, risk metrics, and technology
  • Analyze complex exposure and limit data, identify inconsistencies, and propose solutions
  • Define functional rules, data requirements, and calculation logic across DataLake and Atoti layers
  • Lead validation and reconciliation of limits, utilization, and exposure metrics across systems and data sources
  • Define requirements for limit monitoring dashboards, alerts, breaches, and reporting capabilities
  • Define functional testing strategies, acceptance criteria, and validation frameworks
  • Act as senior functional point of contact for Risk, Trading Desks, Quants, and Technology teams on CCR limits topics
  • Provide functional guidance to Functional Specialists and Junior Analysts
  • Review and challenge proposed solutions for business, risk, limits, and analytical alignment
  • Support prioritization and resolution of complex functional, calculation, and data quality issues
  • Ensure end-to-end traceability from business requirements and rules through implementation, testing, and production validation
  • Support certification activities, production releases, and post-production validation

Requirements:

  • 4+ years of experience in Counterparty Credit Risk, with strong expertise in CCR / IMM Limits Management and CIB Markets environments
  • Expert knowledge of Counterparty Credit Risk (CCR / IMM)
  • Expert knowledge of Limits Management
  • Strong understanding of CCR limit frameworks, structures, and hierarchies
  • Strong expertise in limit monitoring, utilization, thresholds, and breaches
  • Knowledge of exposure and risk metrics used for limit consumption
  • Solid understanding of financial products and derivatives
  • Experience with Trading Desk and Risk metrics
  • Experience in risk analytics and reporting
  • Ability to define and manage complex functional requirements
  • Experience in functional solution design
  • Strong data analysis and validation skills
  • Knowledge of SQL
  • Understanding of data and reporting architectures
  • Experience working with Jira and Confluence
  • English level B2 or higher
  • Knowledge of XVA concepts and metrics
  • Experience with DataLake and/or Databricks

Benefits:

  • Full-time or B2B contract
  • Remote within CET Time zone
  • Possibility to be part of a multicultural team
  • Work on international projects