Upgrade to Pro Member
Team Lead at BlackTurtle
Views:88 Applications:18 Rec. Actions:Recruiter Actions:5
Counterparty Credit Risk Role - Pre Deal - Bank (5-10 yrs)
- Perform analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
- Pre-deal trade level initial margin calculation for derivatives & collateral haircut calculation for complex financings
- Review portfolio based prime brokerage (Rates, FX, Equities, Credit), Wealth Management Advance Ratios, and clearing house (CCP) margining methodologies
- Perform ad-hoc scenario analyses and stress tests across portfolios of counterparties and business lines
- Active involvement with CCR Pre-Deal colleagues globally on transactions, methodology/tool development, and other strategic initiatives
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
