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Job Overview Job DescriptionThe team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PFE, NSE, FS) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements.
Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products.
What you will be doing
Proactive identification of potential issues in credit risk exposure calculations (NSE, FS, PFE)Perform Variance analysis on key risk product, portfolios, and business dataMaintain reasonability checks on crucial risk/finance attributes and calculationsIdentification of critical data elements for key risk processes in partnership with consumersHas the ability to operate with a limited level of direct supervisionDevelop tools, systems, procedures for potential issues identificationPromotes more effective use of existing tools and processes (and eliminate those that are not used or are ineffectual)Track progress of various data quality projects, including technology initiatives and Issues for Management ResolutionWhat we will need from you
Strong data analytical skills and a high level of attention to detail required4+ years of work experiencePrevious banking experience coupled with a thorough understanding of Credit Risk measurements and exposure calculationsOTC, SFT, ETD, Fixed Income products knowledge understandingCompetency with Tableau, SQL and Python / AirFlow is preferred but not essentialAbility to work on multiple tasks with conflicting demand/timelines. Willingness to learnStrong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managersBachelors/University degree, master’s degree------------------------------------------------------
Job Family Group:
Decision Management------------------------------------------------------
Job Family:
Business Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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