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International Banking Client

VP, Head of Counterparty Credit Risk Management & Reporting

  • New York, NY
  • Full Time

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Office Status: Hybrid

Salary: $140,000 – $185,000


  • Review top 20 counterparty exposures and collateral balances
  • Analyze stress testing results and enhance existing stress testing framework
  • Perform XVA analysis and present in committee meetings
  • Monitor and review XVA limit framework
  • Monitor CCR analytics for large DoD and MoM moves in PFE
  • Analyze/validate exposures (PFE) for any limit triggers and credit limit breaches
  • Perform credit limit sizing and define maximum tenor limits (New deal activity and existing trade portfolio)
  • 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.)
  • 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