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The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE, NSE, FS) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements.
Job Responsibility:
Proactive identification of potential issues in credit risk exposure calculations (Net Stressed Exposure)
Perform Variance analysis on key risk product, portfolios, and business data
Maintain reasonability checks on crucial risk/finance attributes and calculations
Identification of critical data elements for key risk processes in partnership with consumers
Develop tools, systems, procedures for potential issues identification
Promotes more effective use of existing tools and processes (and eliminate those that are not used or are ineffectual)
Track progress of various data quality projects, including technology initiatives and Issues for Management Resolution
Requirements:
Strong data analytical skills and a high level of attention to detail required
Previous banking experience coupled with a thorough understanding of Credit Risk measurements and exposure calculations
OTC, SFT, ETD, Fixed Income products knowledge understanding
Competency with Tableau, SQL and Python / AirFlow is preferred but not essential
Ability to work on multiple tasks with conflicting demand/timelines
Willingness to learn
Strong people skills and client focus: ability to interact successfully with business partners, technology teams, our technical infrastructure groups and technology managers
Bachelors/University degree, master's degree
Nice to have:
Competency with Tableau, SQL and Python / AirFlow
What we offer:
Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sports Card
Holidays Allowance
Sport and team recreation activities
Exclusive offers and discounts for employees
Access to an array of learning and development resources
A discretional annual performance related bonus
A chance to make a difference with various affinity networks and charity initiatives
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