Roles and Responsibilities:
- Ensure completeness and accuracy of credit risk data in the Global Credit Risk system of the Investment bank including: trade information, positions, collateral and potential exposure calculations through variety of feeds from front/back office divisions. Develop feed specifications for new products scoped to be included in credit risk system
- Design solutions to feed the exposure/trades/position data into Credit Risk System from other data sources.
- Document the functional specification and ensure that all feed changes are documented.
- Liaise with respective IT team to get the change implemented and tested.
- Liaise with CRM and Methodology to get the project requirements.
- Ensure timely resolution of issues raised by credit officers related to product flows / trade bookings & exposure calculations.
Qualifications:
- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Mathematics. CFA/ FRM certifications is a plus.
- 2+ years of work experience in a financial institution with good product knowledge and good understanding of Risk management tools and techniques.
- Strong Analytical skills to identify the scope and parameters of projects or issues and ability to provide appropriate solutions. Sound understanding of a trading environment with good knowledge of financial products.
- Ability to manipulate large volumes of data using spread sheet and Database Query tools (MS Excel and Access).
- Has a clear appreciation of strengths and limitations. Seeks guidance and advice when appropriate to accomplish tasks and perform the role in an effective and efficient way.
- Consistently demonstrates integrity, fairness and professional conduct.
- Is attentive to controls and addresses risk.
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