International Banking Client
Office Status: Hybrid
Salary Range: $145,000-$170,000
Responsibilities:
- Engage with risk modelling team to define or enhance PFE methodology for existing or new products
- Analyze/validate exposures (PFE) for any limit triggers and credit limit breaches
- Monitor CCR analytics for large DoD and MoM moves in PFE
- Perform credit limit sizing and define maximum tenor limits (New deal activity and existing trade portfolio)
- Analyze stress testing results and enhance existing stress testing framework
- Perform XVA analysis and present in committee meetings
- Review top 20 counterparty exposures and collateral balances
- Monitor and review CVA limit framework
- Provide month-end commentary for large exposure moves in top 20 exposures, for industry/country exposures, for produce exposure analysis across IR, FX and non-derivative transactions
- Provide CCR slides for senior management discussion and committees (GRMC, RMC etc.)
- Perform Wrong Way Risk analysis for counterparties and enhance existing WWR framework
- Oversees production of daily counterparty credit exposure reports for accuracy and comprehensiveness.
- Liaise with various groups within Capital Markets for the quick resolution of credit exposure-related issues
- Undertakes other credit control tasks and projects as required