Counterparty Risk- VP of Reporting recruitment
A well-rounded SQL developer is required to work within a Credit Risk Reporting Team to support the development of Counterparty Credit reporting. 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.