A leading International Investment Bank is looking to bring on a VP level candidate to their Counterparty Credit Risk team. This individual will serve as the Governance and Strategy leader, and will serve to make sure the CCR Framework is in line with regulatory requirements.
This individual will perform gap analysis against SR 11-10 and provide risk oversight to counterparty credit risk limits.
The ideal hire will have 7+ YOE at another investment bank in a Counterparty Credit Risk Governance function, with an in depth knowledge of regulatory requirements and frameworks.
Responsibilities:
- Perform gap analysis for the firm's CCR framework against regulatory requirements (SR 11-10)
- Review and Monitor CCR Limits and Risk Appetite
- Work closely with CCR Analytics, Model Validation, and IT to resolve CCR Related issues within the framework
- Lead discussions for regulatory exams and internal conversations with senior stakeholders pertaining to CCR
- Lead CCR Projects and Strategic initiatives to help reshape the CCR Framework
Qualifications:
- 7+ YOE in a CCR Governance/Strategy Function
- Experience covering traded asset classes and their respective derivatives (Rates, FX, Equities, Swaps, Options, etc.)
- Ability to communicate with Senior Stakeholders and FO Personnel
- Prior experience providing oversight over CCR Limits and Frameworks
- Working ability in PowerBI, Excel (VBA), and other tools
