A major multinational bank is looking to bring in an AVP Counterparty Risk Manager to build out their team. In this role, you will be producing detailed analysis of the portfolio for internal and external stakeholders and managing the control framework under which counterparty risk is governed.
For this opportunity, the business is looking to hire an AVP Counterparty Risk Manager to build out their team. In this role, you will be producing detailed analysis of the portfolio for internal and external stakeholders and managing the control framework under which counterparty risk is governed.
Responsibilities:
You will be responsible for the management and control of counterparty risk at the bank. This includes:
- Liaising with the Sales and Trading team to understand risk on derivatives and financing transactions
- Providing independent review and challenge of counterparty risk across the business, including detailed analysis of the portfolio for stakeholders (internal and external) to manage control frameworks
- Analyzing both the quantitative and qualitative sides of counterparty risk
- Presenting analysis to senior management.
Qualifications:
- Degree in Sciences, Engineering or Finance
- Understanding of derivatives and securities financing products and risk metrics
- Experience with statistical analysis and tools e.g. SQL, R, Python
- Track record in risk management / quantitative analysis with a leading Investment / Corporate Bank
- Master's Degree
- Related post graduate study (e.g. FRM, CFA, CQF)