Professional – Counterparty Risk Management

Professional role focusing on counterparty risk management within capital markets. Primary duties include measuring, monitoring, and managing counterparty credit risk across multiple portfolios, ensuring exposures stay within approved limits and risk appetite. Works with ALM, Cash Window, Retained Portfolio, and trading desks to support counterparty exposure models (stochastic and deterministic), model change management, business requirements, and user acceptance testing. Develops understanding of ICM technology and data infrastructure related to counterparty exposure, stress testing, and regulatory capital calculations. Provides ad hoc analysis to senior management, ERM, and Trading, and conducts daily exposure calculations, stress testing, and regulatory-capital-related methodologies. Strong analytical, problem-solving, and quantitative skills with emphasis on communication across technical and non-technical audiences.