Analyst, Treasury Counterparty Credit Risk

Job Responsibilities:

1. The analyst will be part of a dynamic project team to implement Counterparty Credit Risk (“CCR”) initiatives for Treasury business and Global Markets, including SA-CCR, Regulatory CVA, Counterparty Stress Test and Wrong Way Risk.
2. The analyst will be guided by senior members to work with stakeholders (internal and external) to conceptualise solutions and implement the CCR initiatives. These stakeholders include business, technology, back office, collateral management, risk management and regulatory reporting, external system vendors.
3. The analyst will assist in transitioning the project from current practices into the new practices, conducting impact studies and implementations of new policies/procedures.
4. The analyst will be part of the risk control team that eventually manages pre-settlement risk (counterparty credit risk) for treasury counterparties after the project has been implemented on an ongoing basis.

Job Requirements:

1. A good Bachelor’s or Master’s Degree in a Finance-related or quantitative field.
2. Good computing knowledge (Microsoft Office and VBA) preferred.
3. Some market and counterparty credit risk knowledge a plus.
4. Able to perform work under pressure in meeting tight deadlines, independently and as a good team player.
5. Strong attention to detail.

Shortlisted candidates will be notified.