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Job Overview

Category

CFA

Job Role

Credit Risk Management

Gender preferred

No Preferences

Career Level

Qualified Professional - Experienced

Work preferred

Work from Office

Experience

Min Experience

1 Years

Max Experience

2 Years

Qualification

Graduation

Any Graduation

Post Graduation

CFA, FRM

Description

Responsibilities

? Review daily, weekly, and monthly exposure and collateral variances and identify drivers, particularly in relation to market events
? Prepare monthly counterparty portfolio review material and participate in review discussions with senior management within Counterparty Risk
? Prepare portfolio reviews for specific products and participate in review meetings with business units
? Analyze and explain period over period exposure changes across a range of credit risk measures, including current exposure, simulated potential future exposure, stress test exposures (e.g. single- and multi-factor, product specific stresses) and risk sensitivities
? Identify tail-risks and concentrate build-ups, including the articulation of probabilities in the current market context
? Work closely with existing Reporting teams to prepare and automate recurring analysis. In addition, prepare ad-hoc analyses and prototype potential new reports

Qualifications / Skills Required
? Bachelor's/Master?s degree in Finance, Economics, Computer Science, Mathematics or Engineering related areas; CFA and/or FRM or PRM preferred
? 1-2 years of experience in a Financial Services firm, ideally in Counterparty Risk or Market Risk Management
? Strong technical skills, including comfort working with large datasets via SQL; advanced excel, experience with VBA or other programming experience i.e R, Python is a plus; exposure to / familiarity with data visualization tools i.e. PowerBI is advantageous
? Familiarity with products that generate Counterparty Credit Risk: OTC derivatives (Rates, FX, Credit, Equities, Commodities), Securities Financing Transactions
? Self-motivator with strong written and verbal communication skills
? Ability to meet deadlines and deliver quality with keen attention to detail
? Willingness to collaborate with colleagues in other geographic locations
? Willingness to assume extended responsibility

Skills

CFAFRMCredit RiskRisk ManagementPortfolio AnalysisPythonSQLVBAExcel

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