Associate, Counterparty Credit Risk

Full Time

International Banking Client

Office Status: Hybrid – 2 to 3 days a week

Compensation: $120,000 to $140,000

Responsibilities:

  • Perform Loss Given Default (LGD) analysis for the purpose of XVA pricing
  • Monitor and enhance XVA limit framework
  • Perform Wrong Way Risk analysis for counterparties and enhance existing WWR framework
  • Provide feedback and facilitate credit risk approvals for ISDA/CSA documentation during negotiation phase
  • Facilitate approvals for credit limit changes (MPE/EPE), for XVA limit changes, and for daily settlement risk limits
  • Provide month-end commentary for large exposure moves in top 20 exposures, for industry/country exposures, for product exposure analysis across IR, FX and non-derivative transactions
  • Provide CCR slides for senior management discussion and committees (GRMC, RMC etc.)
  • Undertakes other credit control tasks and projects as required
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