SVP, Counterparty Risk Exposure Management SVP, Counterparty Risk Exposure Management …

Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 25 Oct 20
Negotiable
Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 25 Oct 20
Negotiable
Selby Jennings QRF
A major global investment bank is hiring a senior risk manager with experience in counterparty credit risk to manage exposure & portfolio management for traded risk spanning all asset classes including OTC derivative products. The CCR team based in NYC has global oversight of counterparty risk exposure management across FI, FX, Commodities, IR, and EQ.

A major global investment bank is hiring a senior risk manager with experience in counterparty credit risk to manage exposure & portfolio management for traded risk spanning all asset classes including OTC derivative products. The CCR team based in NYC has global oversight of counterparty risk exposure management across FI, FX, Commodities, IR, and EQ.

Responsibilities

  • Perform exposure management and portfolio management for counterparty risk
  • 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.
  • 5 - 15 years of experience in Counterparty Risk, Market Risk, XVA, Risk Analytics
  • 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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