Credit Risk Role - Collateral Management - BFS/KPO

Job Requirement: 

Candidate must have:

- Counterparty credit risk and collateral Management practices including understanding of simulation, pricing, aggregation including understanding of ISDA documentation

- Understanding of those factors affecting credit risk management, its systems, processes and functions. Including

- Global Markets infrastructure, including trading systems and deal flows;

- End to end processes relating to trade booking, risk, Finance and Product Control;

- Trade events and how they affect credit risk;

- Credit Risk measures (e.g PD/LGD/EEPE/EE/OEM/CEM) & methodology (e.g. PFE/VaR/CVA VaR)

- Credit Risk business processes

- Coordinated functional testing - create test plans, define and manage UAT and manage defect tracking and resolution

 Nice to have (in order of preference): 

- Regulatory framework for Central Clearing Counterparties, BCBS Margining requirement on unclear derivatives and Risk Based Margining

- Project management experience - Have delivered module or project by prioritizing requirements with stakeholders, and tracked delivery by regular follow-ups and management reporting

- Have experience in writing Change documents example BRDs and FRDs

- Effective oral and written communication skills in English; candidate will be dealing with Front Office, Middle office, Traded Risk management, Product Control, Quants and Technology teams on a daily basis who are both business and technically sophisticated.

- Worked on Agile Framework

- Worked on Regulatory Implementations: BASELIII, CRD IV, Dodd-Frank, BCBS 261, ISDA requirements, CCAR etc

- FRM/PRM/CFA certified

- Working experience on complex and large banking regulatory projects

- Ability to work with senior management globally and act as a team player

- Power Point, Access and Excel including macros development