Credit Risk Exposure Management Role - Banking

Credit Risk Exposure Management (CEM) is a functional unit under Credit Risk Management (CRM) that aids in managing counterparty credit risk.

Responsibilities:

1. Monitor & analyze client portfolios in terms of credit matrix and explaining the drivers for the risk exposures.

2. Quantify and calculate appropriate margin levels or haircut levels for securities and seeing transactions and do it similar for derivatives trades.

3. Participate in margin methodology development - model development - work on formulas.

4. Review of client portfolio from different matrix - credit risk matrix, TAC (Targeted amortization class) expected exposure, VAR, stress loss/ liquidity etc.

5. Good understanding of rules & regulatory bodies pertaining to cr. Risk calculation - such as JFSA, PRA, BaFin &, SEC