A leading International Investment Bank is looking to bring on a VP, Head of Counterparty Credit Risk Management to cover their traded derivative portfolio.
This individual will have the opportunity to lead a team in the future so there is a lot of growth potential as this bank scales their Capital Markets operations. This hire will be tasked with performing review of the firm's Counterparty Exposures and Collateral Balances in addition to analyzing stress testing results for XVA, PFE, and EPE.
The ideal hire will have 8+ YOE at another investment bank in a Counterparty Credit Risk or Market Risk function with in depth knowledge of XVA, PFE, and OTC Derivatives.
Responsibilities:
- Review and Analyze top exposures (PFE) and collateral
- Responsible for the development of the XVA limit Framework and XVA Analysis
- Present in meetings with senior stakeholders on the top exposures across IR & FX derivatives and industries
- Work closely with Governance and Counterparty Risk Analytics in order to enhance current CCR Framework
- Provide CCR oversight over largest derivative trading desks and institutional counterparties
Qualifications:
- 8+ YOE in a CCR or Market Risk 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
- Exposure to Python, SQL, VBA is preferred
- Previous experience managing a team or having direct reports
