Counterparty Credit Risk Consultant

Description Main Purpose of Role We are looking for an experienced Counterparty Credit Risk Consultant to support a large-scale risk and regulatory transformation programme within a leading financial-services organisation. The role will focus on credit risk modelling and regulatory reporting development, requiring specialist Counterparty Credit Risk knowledge alongside practical delivery experience. The successful consultant should be capable of understanding complex CCR methodologies and regulatory requirements and translating them into modelling and reporting changes. Key Responsibilities Support the development and enhancement of Counterparty Credit Risk modelling. Assess existing CCR models and methodologies against relevant requirements. Support the development and enhancement of CCR regulatory reporting. Perform detailed impact and gap analysis where required. Translate regulatory requirements into clear modelling, data and reporting requirements. Work with Risk, Regulatory Reporting, Data and Technology stakeholders to support implementation. Analyse existing CCR reporting processes and identify areas requiring enhancement. Gather and document requirements for changes to CCR models and reporting. Support testing and validation of changes to risk calculations and reporting where required. Produce clear documentation relating to methodologies, requirements, issues and decisions. Support wider Counterparty Credit Risk regulatory-change activities. Skills and Experience ..... full job details .....