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HR Recruiter at Black Turtle
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Counterparty Credit Risk Role - Investment Bank (2-5 yrs)
- Working on credit risk exposure valuation at a portfolio level across various business lines like : Central Counter Party (CCP), ETFO, Derivatives and FX, from a system, business and methodologies perspective.
- Expertise in end-to-end data flow and functioning logic of Counterparty Credit Risk (CCR) Management tool.
- Analysis of PE/EPE (& hence RWA and capital) of the Investment bank
- Provide inputs (EAD) to Basel III Production Team for capital adequacy calculation.
- Took the initiative to Automate dallies recurring process.
- Providing subject matter expertise and analytics support to Finance team & Credit Risk Managers regarding risk & regulatory topics & Preparation of daily/monthly exposure analysis packs for regulations like FINMA, IHC & CCAR.
- Developed an analysis framework using SQL Server and MS Access/MS Excel which increased efficiency by 90
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