Summary of day-to-day responsibilities :
o Build a detailed understanding of the various derivative and financing businesses which Market Risk & Counterparty Analytics supports.
o Provide ad-hoc support to Front Office and Credit Management to facilitate trading of existing and new products.
o Review daily counterparty credit risk exposures and investigate any credit anomalies.
o Perform daily analysis of potential future exposure and various capital measures.
o Provide credit related subject matter expertise for a high number of ongoing strategic initiatives with the Firm.
o Provide ad-hoc data mining and risk reporting when required in support of internal or external requests.
o Perform assessment and monitoring of Counterparty Credit Wrong Way Risk in accordance to the bank’s risk appetite and credit policies.
o Highlight key risks in specific business lines and in the firm as a whole, and provide ongoing commentary on stress results.
o Work closely with the Trading desk, Technology, Finance, Model Development and Credit Management providing expert knowledge and support to ongoing credit risk analytics.
o Act as a subject matter expert for Counterparty Credit Risk Systems.
o Maintain an understanding of regulatory landscape related to risk reporting and capital measures.
o Assist in quantitative aspects of bank’s risk policies involving credit exposures to counterparties.
o Maintain thorough understanding of all key risk and risk-related issues through continual review of risk reports / related data and dialogue with relevant parties.
o Provide assistance to Technology Solutions in model implementation.
o Continuously enhance the methodologies implemented in client’s risk.
Must have :
Nice To Have :
* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.