Exciting end-year opportunity for credit risk professionals looking for a higher base salary! The opportunity is with a foreign investment bank, the position will be covering traded credit risk and require knowledge in products, credit stress testing, CVA, XVA, regulatory risk etc. Must also be good with SQL/VBA. Interested candidates please send cv: firstname.lastname@example.org
- Manage end-to-end process for Regulatory stress tests for Traded Risk
- Responsibile for managing and calculating the weekly XVA adjustments for reflecting counterparty risk (CVA)
- Supporting the department's senior management reporting needs, covering product, portfolio and integrated risks.
- Management of XVA market risks, including oversight of XVA desk, limit monitoring and review, Volcker Rule risks, and trade approval
- Support legal entity risk managers with risk monitoring, reporting, capital planning project, and stress testing.
- Review the counterparty exposures and challenge the exposures and limits
- Involvement in other risk areas, e.g. project management, analytical support to risk managers
- Degree holders with quantitative / statistics skills in a finance related subject
- Minimum 8 years of work experience in credit risk management within investment banking
- Asia Pacific coverage at an international investment bank
- Sound knowledge / modeling skills in trading products especially in exotics across fixed income, equity, foreign exchange, and commodity,
- Familiar with basel capital framework and regional regulatory capital regimes,
- Solid knowledge in the inputs, assumptions, parameter calibration, and output related to credit portfolio risk models, as well as stress testing models.
- Proficient with Microsoft Office package, including Excel, PowerPoint
- Programming knowledge, Excel VBA/ SQL programming experience preferred