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Credit Monitoring & Monitoring (RPC-CMR): Mainly responsible for monitoring the credit risk exposures on commercial facilities and FX capital markets trades booked in the UK. Additionally, the department handles tasks connected with the credit risk process, such as producing credit alert reports for the Senior Management Functions, monitoring the credit limits in FX Electronic platforms and Give Up systems, or monitoring Basel III data sent to central risk systems for RWA calculations. Counterparty risk also coordinates transversal processes like London Credit Committee, SAD & Early Warning committee, Give Up Review.
Job Responsibility:
Perform capital markets counterparty risk controls in RPC CMR UK’s remit in a timely manner and drill down any issues found in collaboration with other team members
FX and IRD Give Up activity: as Product Owner, contribute to enhancements to the credit risk management system GUVNA
ensure smooth communication between various teams working on Give Up activity (IT Development, Sales, GMD Legal Coordination, CAOT, Risk teams in charge of breach monitoring)
ensure Prime Brokers’ limits are input correctly in GUVNA
contribute to resolution of any issues related to Give Up specific systems
Host, prepare and coordinate the quarterly Give Up committee to review activity levels, risk matters, system enhancements, etc.
Contribute to monitoring and control of FX D2D e-platforms not connected to central risk systems, through an external provider’s system. Keep continuous relationship with GMD and GIT so as to ensure continuous compliance with risk framework and maintain RPC CMR UK’s local expertise
Perform controls related to CLS activities (FX) for CACIB London branch, being the control branch for CA Group
Participate and represent the team in various projects related to Capital markets activities / studies
Be a key communication point between RPC CMR London and GMD London, in particular for FX activities
Preparation of weekly statistics (breaches, Cover/Nostro, rating issues) and follow-up of action plans
Preparation of monthly Management Information Pack (portfolio analysis, annual reviews and rating issues, Early Warning list, RWA month end figures, genuine breach anomalies, rating migration) in close collaboration with the team
Contribute to improve/streamline processes and data visualisation on UK portfolio including ad hoc analyses, through PowerBI and any new innovative solution (e.g. AI initiatives)
As a back-up, produce the monthly Risk vs. Finance reconciliation and report the results to London RPC CMR Management and to RPC HO
Requirements:
Good knowledge and expertise of commercial lending documentation + related securities / mitigants / guarantees
Good knowledge of FX Capital Markets products
Sound understanding on Credit Risk management
Good knowledge of Credit Risk limits management into FX E-Platforms
Knowledge of FX Give Up activities
Capacity to produce optimized reports in a timely manner
Ability to prepare concise & high quality presentations
Ability to pay attention to detail
High level of accuracy
Good teamwork skills
Ability to raise issues to management
Effective communication skills with other departments
Good knowledge of Microsoft Office
Capacity to extract data from systems
Capacity to participate and/or coordinate projects