FI/NBFI Credit Risk AVP – Traded Products recruitment
In this role you will be responsible for the day to day management, analysis, measurement and control of bank credit risk.
Responsibilities:
• Undertake credit analysis requirements for counterparty risk. Counterparties will principally be Financial Institutions and NBFIs (including regulated funds, pension funds, insurance companies) in Europe.
• Proactive risk management of the counterparty credit risk (covering counterparty probability of default and counterparty exposure).
• Take a lead role in managing credit exposure that arises from agent lending and repo business.
• Review all relevant credit terms in legal documentation and make recommendation to Dept Head.
• Review transaction approval requests.
• Offer insight into issuer risk positions, as required.
Requirements:
• Experience of credit assessment and a broad knowledge of FI Credit Risk.
• Well developed judgment in the field of credit risk management and analysis.
• A broad knowledge of investment banking/trading floor derivative products.
• Working knowledge of ISDA and other Master Documentation, including credit mitigation techniques via CSA’s etc.
• Knowledge of the credit markets and economic / banking system conditions in Europe, and especially within the territories contained within the portfolio.
• Additional European language skills would be advantageous