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Counterparty Credit Risk AVP
Job description
Major Responsibilities:
• Analysis and reporting/review of daily/weekly/monthly counterparty credit risk • Limit monitoring and breach remediation of counterparty credit risk – investigate cause of limit breach and work with credit risk managers, analytics and Sales and Trading for remediation
• Liaise closely with risk managers to support and enhance processes, and work with risk managers, technology and data officers to build and support the counterparty credit risk reporting infrastructure
• Participate in regulatory engagements/enhancements relating to counterparty credit risk methodology, data and reporting processes
• Support the enhancement of policy and procedures relating to counterparty credit risk
•Preparation of monthly and ad-hoc management reports and committee packs
Qualifications:
• Bachelor’s degree preferably in a technical or quantitative discipline
• 3+ years of relevant experience in counterparty credit risk management role
• Good knowledge of counterparty credit and market risk
• Quantitative and analytical skills, proficient with Excel and VBA
• Strong ability to analyze and interpret data
• Diverse and wide range of skills, knowledge, and expertise
• Excellent communication skills
• Strong organizational skills and the ability to multi-task in a complex environment with changing prioritie
• Analysis and reporting/review of daily/weekly/monthly counterparty credit risk • Limit monitoring and breach remediation of counterparty credit risk – investigate cause of limit breach and work with credit risk managers, analytics and Sales and Trading for remediation
• Liaise closely with risk managers to support and enhance processes, and work with risk managers, technology and data officers to build and support the counterparty credit risk reporting infrastructure
• Participate in regulatory engagements/enhancements relating to counterparty credit risk methodology, data and reporting processes
• Support the enhancement of policy and procedures relating to counterparty credit risk
•Preparation of monthly and ad-hoc management reports and committee packs
Qualifications:
• Bachelor’s degree preferably in a technical or quantitative discipline
• 3+ years of relevant experience in counterparty credit risk management role
• Good knowledge of counterparty credit and market risk
• Quantitative and analytical skills, proficient with Excel and VBA
• Strong ability to analyze and interpret data
• Diverse and wide range of skills, knowledge, and expertise
• Excellent communication skills
• Strong organizational skills and the ability to multi-task in a complex environment with changing prioritie