Credit Risk Role - Collateral Management - BFS/KPO (4-16 yrs)
Job Requirement:
Candidate must have:
- Counterparty credit risk and collateral Management practices including understanding of simulation, pricing, aggregation including understanding of ISDA documentation
- Understanding of those factors affecting credit risk management, its systems, processes and functions. Including
- Global Markets infrastructure, including trading systems and deal flows;
- End to end processes relating to trade booking, risk, Finance and Product Control;
- Trade events and how they affect credit risk;
- Credit Risk measures (e.g PD/LGD/EEPE/EE/OEM/CEM) & methodology (e.g. PFE/VaR/CVA VaR)
- Credit Risk business processes
- Coordinated functional testing - create test plans, define and manage UAT and manage defect tracking and resolution
Nice to have (in order of preference):
- Regulatory framework for Central Clearing Counterparties, BCBS Margining requirement on unclear derivatives and Risk Based Margining
- Project management experience - Have delivered module or project by prioritizing requirements with stakeholders, and tracked delivery by regular follow-ups and management reporting
- Have experience in writing Change documents example BRDs and FRDs
- Effective oral and written communication skills in English; candidate will be dealing with Front Office, Middle office, Traded Risk management, Product Control, Quants and Technology teams on a daily basis who are both business and technically sophisticated.
- Worked on Agile Framework
- Worked on Regulatory Implementations: BASELIII, CRD IV, Dodd-Frank, BCBS 261, ISDA requirements, CCAR etc
- FRM/PRM/CFA certified
- Working experience on complex and large banking regulatory projects
- Ability to work with senior management globally and act as a team player
- Power Point, Access and Excel including macros development
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