Counterparty Credit Risk (CCR) Functional Specialist

We are looking for an experienced Functional Profile Specialist with a strong background in Counterparty Credit Risk (CCR) and IMM Limits Management to join a challenging project within the financial services sector.

The ideal candidate will bring solid functional expertise in counterparty risk, limits management, exposure metrics, and financial products, with the ability to translate complex business and risk requirements into effective functional solutions.

Key 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 the 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, ensuring alignment between limit management processes, counterparty exposure data, risk metrics, and technology.
• Analyze complex exposure and limit data, identify inconsistencies, and propose appropriate solutions.
• Define functional rules, data requirements, and calculation logic across DataLake and Atoti layers.
• Lead the 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 for new limit management capabilities.
• Act as a 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 to ensure alignment with business, risk, limits, and analytical requirements.
• Support the 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.

Department: Business Analyst
Function: Information Technology
Experience Level: Mid-Senior Level