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Job Overview Team/Role OverviewThe team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE- Potential Future Exposure, NSE - Net Stress Exposure, FS- Factor Sensitivities) 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’ll do
Proactive identification of potential issues in credit risk exposure calculations (NSE/PFE/FS).Perform Variance analysis on key risk product, portfolios, and business dataMaintain reasonability checks on crucial risk/finance attributes and calculations.Identification of critical data elements for key risk processes in partnership with consumers.Develop tools, systems, procedures for potential issues identification.Proactively Identify areas for simplification, process automation and potential issuesHas the ability to operate independentlyWhat we’ll need from you
Strong data analysis skills and high level of attention to detailsA total of around +8 years banking experience with proper understanding of Credit Risk measurements and Exposure calculationsOTC, SFT, ETD, Fixed Income products knowledge requiredCompetency with Tableau, SQL and Python is welcomedAbility to work on multiple tasks with conflicting demand/timelines. Willingness to learn. Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers------------------------------------------------------
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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