A leading international bank that is listed on the London Stock Exchange and the Hong Kong Stock Exchange and ranks among the top 20 companies in the FTSE-100 by market capitalization seeks a Credit Analyst for an Exposure Management position.
The role:
The bank seeks someone to be the risk partner for the allocated parts of the bank, supporting and assisting these business areas to achieve their goals, by balancing risk reward and executing daily activities in an independent, controlled and compliant manner.
The person fulfilling this role will be responsible for interacting and partnering the business in order for them to achieve their strategic objectives.
Responsibilities
-Pricing PFE (Pre-settlement credit exposure) for Sales & Trading requests during UK time zone.
-Advise on credit-exposure related issues to the Front Office – risk sensitivity/risk profiling/risk mitigants/risk quantification methodologies.
-Work in partnership with Risk Analytics and PSS to develop exposure capture processes/methodologies for new business streams.
-Advise haircuts/initial margins for collateral management purposes in accordance to Credit Policies.
-Advising TCRM & Sales on Post–deal mis-valuations.
-Assist in team effort to ensure all trades are adequately valued (mis-valued and missing)
Role:
-Thorough understanding of all traded products (FX, FX options, Interest Rate Derivatives, Commodities, Equities, Fixed Income, Structured Products),
-Ability to identify risk sensitivities on exotic payoffs & credit risk implication,
-Understand use of documentation and use as risk mitigant,
-Thorough understanding of methodologies used in exposure calculation,
-Explaining Credit Risk to Sales, Trading & Credit Approvers,
-Supporting Sales & Trading, advising credit risk in timely manner to facilitate business,
-Awareness of trading systems functionality & Credit Risk system limitations,
-Awareness of trading environment & market rate moves & potential impact,
-Proactive in engaging Front Office and Credit Approvers in discussion of trade structures and risk–related issues.
Please send all enquiries by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.