Credit Risk Exposure Manager (Associate)

Job description

Job title:

Credit Risk Exposure Manager (Associate)

Location:

London

Department:

Risk - Credit Risk Management

Tasks

• Client pre-trade risk analysis of financing and OTC trades to support approval decisions; this includes providing IA amounts for OTC trades, haircuts for SFT trades and calculating the impact of new trades on stress loss limit/hedge fund utilization.
• Monitor and analyze client portfolios in terms of credit exposures (CE, PE, EE, etc.), risk profiles and margin levels and comment on risk exposure drivers and daily movements.
• Participation in the development of margin methodologies, improvement of existing margin models and their documentation.
• Management of risks for the company's portfolio of collateralized transactions through relevant portfolio analyses using various parameters such as credit metrics, VaR, stress and liquidation scenarios, etc. and their reporting.
• Understanding the rules and regulations of various regulators (such as JFSA, PRA, BaFin and SEC) for regulatory credit risk exposures and capital calculations and ensuring their correct implementation for trading portfolios.
• Work with various risk managers and other stakeholders to process their requests for additional analysis based on specific needs.
• Automate/simplify risk management processes wherever possible to create efficiencies and focus on risk analysis and mitigation strategies.

Requirements

Required

• Broad knowledge of a range of asset classes and their derivatives.
• Excellent presentation and communication skills.
• Understanding of the business and the motivations of customers.
• MS Excel at expert level.
• Good general knowledge and understanding of current macroeconomic trends.
• Ability to work independently, be motivated to learn and work towards success.

Desired

• Previous experience in prime brokerage, market risk or an exposure management department.
• Previous experience in fixed income derivatives and cash products.

Corporate values

Understanding customer needs

• Understand customers' needs and problems and respond with high-quality suggestions.
• Gain the skills to fulfill your responsibilities and contribute to being a trustworthy partner.
• Generate new ideas that could challenge the status quo or yourself.

Teamwork and collaboration

• Ask for advice from senior colleagues and use it to improve results.
• Work with members from relevant departments.

Influence

• Contribute to the success of the company both quantitatively and qualitatively and act with awareness of the impact on others.
• Be a role model and provide guidance for younger employees.

Integrity

• Understand the corporate philosophy, professional ethics, compliance, risk management and code of conduct and make decisions and take actions accordingly.