Credit Exposure Measurement recruitment

Focused on calculating the PFE of live derivative trades, responsibilities include:Providing credit risk exposures for non-vanilla transactions that cannot be risked by the Front Office or by the standard systems in placeFollow-up with a transaction override when the trade is executedActing as an interface between Front Office functions and Credit Risk sanctioning teamsTo provide advice and structuring expertise to both Credit Sanctioners and Front Office in order to facilitate the execution of structured trades within risk appetite To coordinate Haircut Committee and Independent AmountsTo monitor Read more […]

January 3, 2012 • Tags: , • Posted in: Financial • Comments Off on Credit Exposure Measurement recruitment