International Bank Client
Office Status: Hybrid
The Team is responsible for exposure and portfolio management of the derivatives and traded products
portfolio, which includes analysis of exposures, monitoring of limits and exposures, and risk reporting.
As the business has a significant growth strategy and expands into new traded products, this is an
exciting time for the group.
As an integral part of Risk Management
• Responsible for exposure and portfolio management of counterparties and effective management
of risk in derivative transactions.
• Conduct what-if analysis on new transactions and counterparty portfolio.
• Utilize what-if analysis to determine appropriate risk limits and work with credit officers and with
front office to formulate recommendations.
• Play a critical liaison role with Head Office Credit Departments in Tokyo for timely credit limit applications and approvals for Japanese Corporate Counterparties and Interbank Counterparties.
• On an ongoing basis, analyze counterparty credit exposure on various metrics such as Expected
Positive Exposure, Potential Future Exposure, etc.
• Responsible for monitoring and reporting of intraday and end of day limits, excesses and collateral
• Play a key role in executing ongoing improvements in data quality and reporting infrastructure.
• Support new initiatives and projects to enhance portfolio management and exposure management.
• Play a critical SME role in working with the Technology group (IT) to guide business requirements
related to new products/enhanced reporting.
• Support ongoing regulatory requirements/exams on ongoing remediation
• 1-4 years of financial services experience
• Hands on Python experience, with the ability troubleshoot and automate reports in Python
• Analytical mindset
• Capital Market knowledge is a plus, but not required