Responsibilites:
- Portfolio risk management of counterparty risk exposures
- Quantitative and qualitative analysis of counterparty risk
- Development and improvement of management information
- Contribution to the continuous improvement of risk systems and tools
- Presentation of analysis and results to senior management
Required Experience:
- Experience in a counterparty credit risk management or market risk role
- Proven track record of review and challenge
- Exposure across derivative and financing products
- Understanding of global capital markets
- Interest in regulatory risk capital requirements, models and metrics
- Strong appreciation of the control environment