Credit Risk Exposure Manager (Analyst / Associate)

Tasks

• Pre-trade risk analysis of clients for financing and OTC transactions; haircuts for SFT transactions, including hedge funds.
• Monitoring and analyzing customer portfolios with regard to credit exposure; providing insights into the drivers of risk exposure, such as the need to develop margin methodologies, improve models, etc.
• Participation in the development of margin methodologies and active involvement of the documentation team in the use of ISDAs, CSAs, and letters of guarantee.
• Teamwork to determine the appropriate SFR limits and define the “stress” levels to be applied.
• Researching market trends or product developments that could change the risk outlook for customers.
• Contributing to the development of new products on both the asset and liability sides.
• Collaborate with the business unit to calculate exposure in current trades (using tabulated trade-level information and details entered by analysts) and to quantify their potential impact on the company’s capital requirements, as well as to recommend whether the trades fall within the tolerance limits of those requirements.
• Supporting loan officers in investigating, resolving, and documenting loan-related issues.
• Support in identifying and implementing well-founded improvement processes across system platforms, and assistance in fostering a culture of effective risk management.
• Monitoring the list of credit risk mitigants.

Requirements

Essential

• Extensive knowledge of a range of asset classes and their market drivers.
• Excellent presentation and communication skills.
• An understanding of the client's business and its motivations.
• MS Excel at an expert level.
• A solid general knowledge and understanding of current market conditions and macroeconomic trends.
• Ability to work independently, be motivated to learn, and demonstrate a strong determination to succeed.

Desirable

• A strong ability to build trust with a wide range of stakeholders both within the organization and externally, and to influence them positively.
• The ability to both question and provide advice in order to strengthen the decision-making process and ensure the consistency and accuracy of decisions to support approval decisions; this includes providing IA to support approval decisions.
• Analysis of existing margin models and changes to their documentation through relevant portfolio analyses using various validation scenarios, etc., as well as reporting on these analyses.
• IT skills required to perform valuations of collateral positions and exposure (such as JFSA, PRA, BaFin, and SEC) applicable to trading portfolios.
• Ability to work independently, be motivated to learn, and demonstrate a strong determination to succeed.
• A strong ability to build trust with a wide range of stakeholders both within the organization and externally, and to influence them positively to ensure that our views are understood.
• The ability to both question and advise in order to make the decision-making process robust and to ensure the consistency and accuracy of decisions to the greatest extent possible, thereby promoting efficiency and focusing on the risk management process.

Inspire Entrepreneurship in People

• Inspire team members through effective communication of ideas.
• Actively participate in professional development and improvement.

Enhance Organizational Capability

• Respecting DOI: Fostering a Culture of Psychological Safety in the Workplace