This is an exciting opportunity for an individual with prior experience in a similar role to join the Market Risk team in charge of XVA and Collateral Management.
In addition to the monitoring of our counterparty and funding risks, you’ll be responsible for improving the accuracy of our measures, enhancing our methodologies in a constantly evolving market and regulatory landscape, supporting the market activity monitoring teams both quantitatively and qualitatively, and ensuring a consistent framework across businesses.
You’ll work closely with the business, IT, finance, model validation and market activity monitoring teams.
Key Responsibilities:
* Monitor the business activity and compliance with limits and mandate
Analyse and report market risk exposure, understand the position to anticipate potential market impacts and hot topics
* Analyse one-off, new limit and new product requests
* Ensure risks are calculated and captured appropriately
* Enhance our risk management methodologies
* Drive XVA-related projects
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