Vice President – Counterparty Exposure Management recruitment
The Role
- Analysing a portfolio looking at counterparty exposures across all asset classes - predominately uncollaterised names
- Calculation of Credit Exposure and Potential Exposure across a derivative portfolio
- Analysing the underlying product and calculating exposure
- Understand how changes in products (Rates, FX) changes counterparty exposures advise appropriately.
- Managing the Counterparty Credit Risk arising from their exposure to derivatives and repo transactions
- Looking into Basel 3 impact on capital for counterparty risk on trades as well as DVA
- 'Market Savvy' be an effective communicator to senior stakeholders within the business
- Pro-active as oppose to process driven when analysing a portfolio
The Candidate
Previous experience within Counterparty exposure management
A sound underlying product knowledge, with the ability to explain the components of how a derivative transaciton is compiled
Broad product knowledge with a particular strength in FX / IR will be advantageous.
Ability to be 'pro-active' and offer solutions, as oppose to following processes
Be commercially aware and able to communicate effectively with senior stakeholders within the business
Quantitative Degree
If you require more information, please contact Jamie Brimage on 0207 970 9615 or e-mail Jamie.brimage@psdgroup.com