Director Counterparty Credit Risk - Capital Markets

Director Counterparty Credit Risk - Capital Markets Base pay range: $190,000.00/yr - $260,000.00/yr

Responsibilities:

Head up the counterparty credit risk team for the US leading coverage for traded products across derivatives products and secured financing.

Engage in the limit monitoring, exposure management and assessments across the trading portfolio.

Engage in the optimization and enhancements of counterparty risk frameworks (PFE/EPE).

Produce risk reports detailing exposures and counterparty risk activity for senior management and regulatory authorities.

Conduct scenario analysis and stress testing on the portfolio of the risk drivers and make recommendations to senior risk management.

Collaborate with Market Risk, Credit Risk, Front Office, Quants and IT.

Requirements:

10+ years of experience in counterparty risk management within a major banking institution covering a trading portfolio.

Education: Masters Degree - Finance Field

Products: Derivatives & Secured Financing

Technical: Python, SQL, VBA

Seniority level

Director

Employment type

Full-time

Job function

Other

Industries

Banking and Investment Banking

#J-18808-Ljbffr