Analyst/Senior Analyst/Associate - Credit Risk - BFS

The CRMO Team is part of CRM and reports to the Global Head of CRMO. CRMO is comprised of staff in all the regional locations with responsibility to monitor and report on counterparty, lending, cash deposits and inventory credit exposures; to manage the processing of credit limit requests and specific trade requests; to validate and improve the integrity of data used in exposure calculations; liaison with business units and other operational/support areas eg. Client On-boarding; Legal, Collateral Mgmt; IMM capital processes and reporting as well as production of management information.

Role & Responsibilities :

- Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data

- Partner with other business functions including IT to streamline, automate and develop new tools for Credit Risk Project related activities geared towards internal Credit Risk requirements as well as Regulatory requirements

- Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT)

- Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)

- Understand trade bookings and types to evaluate how exposures will feed and impact into Credit Risk systems across metric

- Conduct Stress Testing batch validation and provide supporting comments on the effects of scenarios & sensitivities on exposures