AVP, Risk Exposure

Full Time

International Bank

Office Status: Hybrid

Position Description

As an integral part of Americas 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
    disputes.
  • 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.

Experience and Education Requirements

  • Bachelor’s degree in Finance/Mathematics/Engineering.
  • Strong analytical and quantitative background, and modeling abilities
  • Proficiency in VBA and Python
  • Minimum 2-3 years of experience in Risk Management.
  • Experience in derivative products/counterparty credit risk is preferred.
  • Excellent written and verbal presentation skills
  • Strong attention to detail.
  • Ability to work closely with partners, provide direction and follow-up to get the job done.
  • Proficiency in Japanese is preferred
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