Credit Risk - Exposure Analysis

A candidate in this role will be involved in:

- Supporting credit risk managers through exposure analysis at a legal and Counter-party level.

- The role would require working on capital numbers such as Potential exposure (PE), Effective Expected Positive Exposure (EEPE) and Risk Weighted Asset (RWA)

- Analyse factors contributing to Counterparty Exposure and Capital numbers by working with Credit Analytics, Finance teams etc

- Understanding trade booking and collateral treatment to understand the impact on exposure and Capital numbers

- Support credit risk managers and work closely with PE Development teams

- Test and explain impact of Back testing, Stress Testing on Counter-party exposure and capital

- Provide sign-off for counter-party Exposure and Capital numbers

- We are looking for candidates with an MBA or a CA background who have worked on credit risk only with a background in areas such as counter party exposure concepts, Potential exposure (PE) or Effective Expected Positive Exposure (EEPE) and Risk Weighted Asset (RWA) or Credit Risk