Junior Analyst, Counterparty Credit Risk Management

Prestigious international bank seeks AVP, Counterparty Credit Risk Management. The position is responsible for exposure and portfolio management of the derivatives and traded products portfolio, which includes analysis of exposures, monitoring of limits and exposures, and risk reporting. As the business has a significant growth strategy and expands into new traded products, this is an exciting time for the group to play a critical role in: Portfolio management, Driving and executing new initiatives, Meeting regulatory requirements, and Working to improve risk governance. Position description - As an integral part of Americas Risk Management, you will be responsible for: Exposure and portfolio management of counterparties and effective management of risk in derivative transactions. Conducting what-if analysis on new transactions and counterparty portfolio. Utilizing what-if analysis to determine appropriate risk limits and working with credit officers and the front office to formulate recommendations. Playing a critical liaison role with Head Office Credit Departments in Tokyo for timely credit limit applications and approvals for Japanese Corporate Counterparties and Interbank Counterparties. Analyzing counterparty credit exposure on various metrics such as Expected Positive Exposure, Potential Future Exposure, etc. Monitoring and reporting of intraday and end of day limits, excesses, and collateral disputes. Executing ongoing improvements in data quality and reporting infrastructure. Supporting new initiatives and projects to enhance portfolio management and exposure management. Working with the Technology group (IT) to guide business requirements related to new products/enhanced reporting. Supporting ongoing regulatory requirements/exams on ongoing remediation. Requirements: Bachelor’s degree in Finance/Mathematics/Engineering. Strong analytical and quantitative background, and modeling abilities. Proficiency in VBA and Python. Minimum 2-3 years of experience in Credit Risk Management. Experience in derivative products/counterparty credit risk is preferred. Excellent written and verbal presentation skills. Strong attention to detail. Ability to work closely with partners, provide direction, and follow-up to get the job done. Proficiency in Japanese is preferred. Benefits:

Good benefits.

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