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Credit Risk Exposure Management Role - Banking

caution
3 - 6 Years.Mumbai
Posted 6 months ago
Posted 6 months ago

Credit Risk Exposure Management (CEM) is a functional unit under Credit Risk Management (CRM) that aids in managing counterparty credit risk.

Responsibilities:

1. Monitor & analyze client portfolios in terms of credit matrix and explaining the drivers for the risk exposures.

2. Quantify and calculate appropriate margin levels or haircut levels for securities and seeing transactions and do it similar for derivatives trades.

3. Participate in margin methodology development - model development - work on formulas.

4. Review of client portfolio from different matrix - credit risk matrix, TAC (Targeted amortization class) expected exposure, VAR, stress loss/ liquidity etc.

5. Good understanding of rules & regulatory bodies pertaining to cr. Risk calculation - such as JFSA, PRA, BaFin &, SEC

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Posted By

181

JOB VIEWS

27

APPLICATIONS

8

RECRUITER ACTIONS

See how you stand against competition

Pro

View Insights

Job Code

1432808

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