Risk Manager – Counterpary Risk recruitment
Responsibilities will also include performing data analysis for various risk projects and defining data validation rules and default rules; developing and providing expertise regarding trading products and Counterparty Risk Management; teaming with Credit Analytics, Technology and Treasury groups on data sourcing and data mapping issues; coordinating with Credit Analytics team on Risk Methodology for trading products.
Candidates are expected to have at least 8 years of Risk Management experience covering a variety or asset classes, with exposure to Credit Risk (PFE, Credit Capital) and/or Market Risk (Valuation, Monte Carlo, VaR) methodologies and systems. This person should have an advanced degree in a Finance or Quantitative field. Must have a good understanding of economic and regulatory capital related to Counterparty Risk exposure and familiarity with Basel proposals and requirements. Prefer candidates to have strong computer skills (Excel, Access, trading applications) and knowledge of various statistical and risk packages (SAS, Matlab, Fincad). Candidates must have excellent written and verbal communication skills.
For more information or immediate consideration, please refer to Job#TR1081 and submit resume in Word format to: Ian@comprehensiverecruiting.com