Credit Risk Exposure Manager (Analyst / Associate)
On-siteRisk, Illinois, United States
Job Summary
Conduct client pre-trade risk analysis for financing and OTC trades, calculating impact on Stress Loss limits and providing haircuts for SFT transactions. Monitor and analyze client portfolios regarding credit exposures, risk profiles, and margin levels to identify drivers for risk exposure. Participate in margin methodology development, enhance existing models, and manage risks for collateralized transactions using parameters such as VaR and stress scenarios. Ensure correct implementation of regulatory rules from bodies like JFSA, PRA, BaFin, and SEC for Credit Risk Exposure and Capital calculations. Work with stakeholders to address additional analysis requests and automate risk management processes to improve efficiency.
Required Qualifications
- Broad knowledge of a range of asset classes and their derivatives
- Excellent Presentation and communication skills
- Appreciation of client business and motivations
- MS Excel to expert level
- Good general knowledge & understanding of current macro-economic trends
- Ability to work independently, motivated to learn, and drive for success
Desired Qualifications
- Previous experience in Prime Brokerage, Market Risk, or a Exposure Management division
- Previous experience in fixed income derivatives & cash products
- Programming Skills e.g. VBA, SQL, Python etc.
- Further Financial Education e.g. CFA, MBA, etc.
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