Counterparty Risk Manager, VP Counterparty Risk Manager, VP …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 24 Feb 20
Negotiable
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 24 Feb 20
Negotiable
Selby Jennings QRF
A major G-SIB is seeking a risk manager with experience in counterparty credit risk to manage exposure and portfolio management for traded products & derivatives of the firm. The CCR team has responsibility for global coverage of counterparty risk monitoring and analysis which includes the Americas, EMEA, and APAC regions.

A major G-SIB is seeking a risk manager with experience in counterparty credit risk to manage exposure and portfolio management for traded products & derivatives of the firm. The CCR team has responsibility for global coverage of counterparty risk monitoring and analysis which includes the Americas, EMEA, and APAC regions.

The VP will conduct exposure management and portfolio management for the investment bank's counterparties and be an essential part of risk mitigation for derivative transactions. They will analyze exposures, monitor limits & exposures, and appropriately report risks to key stakeholders and senior management.

As a vice president and senior member of the organization, the CCR risk manager will be expected to execute new initiatives, drive effective leadership, drive a strong risk culture, and be a resource for new improvements.

Responsibilities

  • Exposure management and portfolio management for the investment bank's counterparties
  • Effectively risk manage derivative transactions
  • Perform CCR analysis using metrics such as Expected Positive Exposure (EPE), Potential Future Exposure (PFE), Expected Exposure (EE), etc.
  • Conduct what-if analysis on the firm's portfolio of counterparties and new transactions
  • Asses appropriate risk limits and provide recommendations for Front Office
  • Ad-hoc support as needed on initiatives such as stress testing & wrong-way risk

Requirements

  • Academic background in STEM related program, finance, etc.
  • Experience in Counterparty Risk/Counterparty Credit Risk functions
  • Background working with various derivatives products and in a portfolio/trading environment
  • Analytical and quantitative background; skillset working with data
  • Ability to function in a focused team with global stakeholders and coverage
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