Credit and Market risk calculations for RWA calculations
- Analyzing variances at counterparty, trade level and providing commentary
- Ensuring accurate netting and collateral utilization
- Promotes continuous improvement and innovation in others and ensures the best ideas get translated into action.
- Implements quality assurance practices to ensure accuracy, quality and timeliness of output
Analysis of Counterparty credit risk and market risk for Firm's EMEA entities.
- Validating data (Front office and risk systems) used for Regulatory Capital calculations.
- Presenting numbers to finance management and resolving audit issues.
- Building control framework to ensure accuracy
Shift timings: 12-9 pm/ 1-10 pm
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