Job Description
Counterparty Risk division (CCR) is part of Wholesale Credit Risk, and is responsible for counterparty exposure measurement, monitoring and escalating where appropriate, ad-hoc risk investigations and analyses in collaboration with credit officers, sales and senior management, assessment of CSA terms adequacy, determination of initial margin requirements including corresponding eligible collateral and valuations where applicable, ownership and maintenance of all credit exposure metrics (continuous adequacy assessment), all related exposure calculation/reporting engines and their development agendas and priorities, and Credit Capital and regulatory (CCAR, ICAAP, EBA) related exposure and collateral stress testing.
As a member of CCR Coverage, the candidate will work closely with Credit Officers, Front Office, and Sales, to assess the client level exposures, determine the appropriate execution limits, while maintaining an oversight of the overall Portfolio exposure by monitorin...