Credit Risk Management

Credit Risk Management

Responsibility:

- Manual calculation of counterparty credit exposure for portfolios where the automated system calculation is not adequate.

- These exposure figures are to be updated regularly to ensure estimates of counterparty risk remain accurate

- Good derivatives knowledge

- Good knowledge of risk sensitivities

- MBA/Analytical/Numerical degree

- Knowledge of counterparty exposure modelling

- Good MS Office Skills

- Good Communication skills

Write to twinkle@ikyaglobal.com