Counter Party Credit Risk Role - Big4

Skill Set :

- Capital Market Products Knowledge - specifically Derivatives.

- Hands on Experience on calculation of Exposure at Default (EAD), RWA.

- Market Risk and related calculations

- SA-CCR/Counterparty Credit Risk - implementation experience

- Stakeholder Management

- Knowledge of current Regulation - APRA, PRA, FINMA, IHC etc. APRA (Australian Prudential

Regulation Authority) experience preferable

- Exp - 8-12 yrs

- No of Roles - Looking for 2 SMEs with this experience

- Qualification - CA/CFA/MBA/FRM

- Remote Working