Product Developer / Business Analyst - Counterparty Credit Risk Stress Testing, Vice President
Core
Lead strategic projects to develop and enhance tools for measuring, monitoring, and reporting counterparty credit risk exposure, including stress testing and settlement risk.
Role type
Senior Product Developer / Business Analyst (Counterparty Credit Risk)
Builds
Risk measurement and monitoring tools for institutional client portfolios
Domain
Financial Services / Counterparty Credit Risk
Required skills
Counterparty credit risk concepts, Net Stressed Exposure (NSE), Potential Future Exposure (PFE), Settlement Risk, Intraday risk, Derivatives (Bilateral & Cleared), Securities Financial Transactions (SFTs), Margin lending, Financial Financing, Project management, Business analysis, Data analysis, Regulatory compliance, System integration
Preferred skills
End-to-end project delivery, Analytical tools, Financial market products knowledge
Technologies
N/A
Responsibilities
Lead strategic BAU and Regulatory projects impacting Counterparty Credit Risk exposure measures; Develop and enhance tools for counterparty exposure measurement and stress testing; Coordinate with Front office sales, trading, and risk managers; Manage end-to-end project/product development lifecycle; Perform data analysis and draft BRDs; Communicate key findings to senior management and regulators.
Seniority
Vice President, Senior IC