Counterparty Risk, Basel Regulatory Reporting Manager, LA
A US bank is looking to build out the counterparty credit risk capability within its global capital markets business in Los Angeles. While the group is relatively embryonic the scope for development and a growing portfolio makes this a very appealing move for a counterparty credit reporting expert who is looking for a new challenge.
The group is looking for a senior manager to manage the reporting process for Counterparty Credit Risk across the bank. You will be tasked with developing and maintaining an exhaustive reporting process for Counterparty Credit Risk including defining generation entity, content, audience, frequency of production, and schedule of format review. To be able to do this you will first be needed to perform a gap analysis of existing report production today and the needs of stakeholders.
Requirements:
- Advanced degree or Certified Financial Analyst designation preferred
- Substantial experience (typically 5 to 10 years) in capital markets risk management at a bank or financial services organization including leading complex projects with a record of delivering timely satisfactory results.
- Familiarity with various trading products and related terminology, risk measurement methods, credit policies and documentation:
- Foreign Exchange
- Interest Rate Derivatives
- Energy Derivatives
- Equity Derivatives
- Credit Default Swaps
- total Return Swaps
- Repurchase and Reverse Repurchase agreements
- Securities Lending
- Securities Trading
- Understanding of the bank's credit approval, data management and Basel II Risk Weighted Asset Attestation process.
- Understanding of the bank's governance hierarchy.
- Fluency in working with the following systems, especially relating to data extraction capability:
- Racer
- AFS
- Trade 360 (ProPonix)
- Algorithmics Limits Management System
- Calypso
- InTrader
- Endur
- Opics
- Risk Metrics
- Working knowledge and a fluency in report writing software
- Database administration and maintenance
- Ability to meticulously sort through disparate and sometimes noisy data to produce accurate information.
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
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GQR Global Markets
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