Counterparty Risk- SQL Reporting recruitment
The key projects will include reporting on counterparty portfolio exposures, sensitivities and stress testing, limit management.
This role is well suited to a candidate with strong SQL skills and working knowledge of traded products.
This includes OTC derivatives, securities lending and fixed income forwards.
The successful candidate will be working with a number of high profile applications used globally by Credit Risk.
Specifically, you will:
• Using SQL, create new and improve existing reports and participate or lead projects and other work as assigned.
• Engage key business partners to understand information needs and respond to ad hoc data requests.
Requirements:
• 3+ years Financial industry background with knowledge of traded products and risk management concepts.
• Working knowledge of derivatives (CE PE, collateral margining and composition, CVA and economic capital as it relates to CE and PE, sensitivities and stress testing).
• Solid analytical skills, detail orientation and accuracy are critical and should have sound written and verbal communication skills.
• Must have strong SQL skills, to include working knowledge of SSIS/SSRS.