AVP/Exposure Risk Management recruitment
Job Description:
A member of the Enterprise Risk Management team in the Global Markets Division specializing in counterparty credit exposure management, a junior analyst but can quickly grow into a key and high profile position that helps sharping the firm’s policies, procedures and methodologies in CCR/ CVA management and H/C determination.
Perform daily collateral monitoring and portfolio analysis, provide market research and intelligences on various collateral/asset classes and provide supports to senior analyst on issues related to H/C determination, eligibility of collaterals and overall counterparty risk exposure that related to client on-boarding and business expansion/new initiatives.
Work closely with sales/trading, quants, credit and other supporting areas on new CCR/CVA methodologies, system enhancement and implementation
Preferred Requirements:
3-5+ years hands-on industry experiences in Exposure Risk management, in-depth working knowledge on various collateral types (Government bonds, muni, corporates, agencies, MBS/ ABS securities and equities), the main risk characteristics and the associated H/C process.
Good understanding of the corporate credit process, protocol and the CCR/CVA methodologies, working knowledge on various legal agreements such as ISDA, CSA and prime service agreements, familiarity with general market practices on CCR and daily monitoring functions/routines.
Good analytical and communication skill (oral and power point), a team player.
Ideally someone is performing such a function on a daily basis in a major financial institution, has intimate working knowledge of the credit and collateral process, someone who can step in with experiences and contribute immediately to the growing enterprise needs.