We’re looking for a candidate to fill this position in an exciting company.
Work with risk & technology groups to develop a data strategy for consistent usage of data across various risk calculations (PSE, RWA, Stress Losses, VaR and others). Work with risk & technology to develop a consistent model usage strategy (Full Revaluation, ETE, CEF and others) across various risk measurements
Actively monitor the CCR across business, risk stripes and legal vehicles with a focus on proactive problem recognition, stress testing and overall portfolio management.
Partner with key members of ICG Risk, Risk Governance and Technology to develop a cohesive strategy. Prepare and present communications to senior management and governance forums on new initiatives Support Head of APAC CCR to oversee governance of the PSE, Stress Testing, DSFT Councils and related management councils.
Candidates should have a minimum of 12+ years of financial institution or other intensive credit risk experience
Strong capital markets product knowledge and analytical experience is required
Strong technical expertise and solid understanding of capital markets products, credit documentation (credit agreements, ISDA, CSA) and complex structures and associated risks (synthetic loans, derivatives).
Good understanding of Counterparty Credit Risk. Broad understanding of current regulatory environment as applicable to Counterparty Credit Risk
Broad understanding of various Markets and Securities Services products
Strong partnering skills and the ability to work collaboratively across the organization; sound fundamental credit and portfolio management skills
Proven track record of building business relationships. Strong influencing and negotiating ability.