VP | Exposure Management | SEA – Singapore recruitment
The Role
• Quantification of credit risk on derivatives exposure for both flow trades and structured transactions on a pre-deal check
• Work with various other functions in the bank as appropriate to facilitate new trade and existing portfolio reviews, and work on reflecting the risks appropriately in the banks systems.
• Quantitative credit risk analysis of existing derivative transactions on counterparty, portfolio and individual trade levels
Requirements
• Good knowledge of rates, FX, commodities, equities and credit business areas and products.
• Good team-working skills;
• Excellent communication, both written and oral
• Strong mathematical, statistical and analytical skills but able to simplify complex transactions for a non technical audience, eg credit officers
• Ability to multi-task and prioritize resources among various projects.
• Good programming skills with Excel/Access and VBA
Please send all enquiries to qrfsing@selbyjennings.com