
Senior Risk Management Specialist
1 day ago
As a seasoned Risk Analyst – Counterparty Credit Risk, you will play a pivotal role in assessing, monitoring, and reporting on counterparty credit risk exposure across trading activities.
This involves working closely with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite.
Key Responsibilities">- ">
- Counterparty Credit Risk (CCR) Assessment & Monitoring:
• Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
">• Use methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.
">• Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
">• Perform stress testing and scenario analysis to assess potential adverse impacts on counterparty risk exposure.
">• Assist in setting and monitoring counterparty risk limits, ensuring compliance with internal risk parameters.
">• Work with market risk teams to assess how market movements (e.g., interest rates, FX rates, volatility) impact counterparty exposure.
">• Identify and track exposure concentration risks across products, counterparties, and sectors.
">• Support pre-trade risk analysis by assessing potential counterparty risk for new transactions and trading strategies.
">• Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations.
">• Prepare risk reports for internal stakeholders and regulators, providing clear insights into counterparty risk profiles.
">• Support regulatory capital calculations and reporting, ensuring accurate risk-weighted asset (RWA) assessment.
">Required Skills and Qualifications">- ">
- Strong analytical skills and attention to detail.
A competitive compensation package, comprehensive benefits, and opportunities for growth and development.
">A dynamic and collaborative work environment that fosters innovation and creativity.
">The opportunity to work with a talented team of professionals who share your passion for risk management.
">Access to ongoing training and professional development opportunities.
">The satisfaction of making a meaningful contribution to the organization's success.
">Others">Hybrid mode of work.
">Immediate joiners.
">6-8 years of experience.
">Contract to hire type of hire.
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