Lead Market Risk Officer – Counterparty Capital Product Owner
Core
Lead Market Risk Officer acting as Product Owner for counterparty capital technology infrastructure and regulatory capital frameworks.
Role type
Lead Market Risk Officer / Product Owner
Builds
Technology infrastructure for counterparty capital risk activities and regulatory capital calculations.
Domain
Financial Services / Market Risk / Regulatory Capital
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Counterparty risk management, Regulatory capital frameworks (Basel 3), Derivatives, Securities financing transactions, Credit Valuation Adjustment (CVA), Strategic project management, VBA, SQL, Programming/scripting languages
Preferred skills
Experience in large-scale transformation initiatives, Analytical techniques for complex financial problems
Technologies
VBA, SQL
Responsibilities
Develop and maintain infrastructure for counterparty capital risk activities, Plan deliverables for technology release cycles, Conduct quantitative impact assessments and interpret regulatory requirements, Partner with Risk Analytics and Technology teams to validate and reconcile capital calculations, Lead strategic initiatives to enhance counterparty risk capital frameworks, Contribute to senior management reporting and regulatory examinations
Seniority
Senior, hands-on IC with mentorship responsibilities