Bachelors degree or foreign equivalent in Business Administration, Finance, Economics, or a related field and ten 10 years of progressively responsible experience in the job offered or a related occupation. Ten 10 years of progressively responsible experience must include Drafting and building requirements for risk and regulatory programs including Intraday and Direct Credit Risk; Performing data analysis with Excel Solver, R SQL; Measuring and monitoring Market risk parameters including CPFE, VaR SMS, DV01, and Option Greeks for various asset classes; Developing and utilizing collateral haircut engine for valuation of collateral in accordance with BASEL methodology; Analyzing trade, position and counterparty data and managing Broker DealerCounterparty Rating data for Loss computation across credit risk functions; and Monitoring and mitigating Credit Risk exposures utilizing concentration reports for Counterparty, Country, Issuer and Limits monitoring.
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