The team builds and maintains software used to compute metrics that help mitigate the Potential Future Exposure (PFE) to counterparties. These include computation of optimal Margin Allocation for Portfolios and Trades, Haircut for Security and Cash Collateral, Trade and Collateral Liquidity, Collateral Concentration Levels and Wrong Way Risk.
Role / Position Overview
Senior Project Manager and Business Analyst with deep background in any of these: Financial Markets , Counterparty Credit Risk, OTC derivatives.
Main duties and responsibilities
- Analyse requirements, gather documentations and drive/support the implementation from business perspective on the area of Counterparty Credit Risk projects end to end.
- Liaise with stake holders across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office business organizations, and external Market Regulators. Manage expectations of various stakeholder groups, and help negotiate solutions to complex problems.
- Help assemble/manage detailed documentation covering Counterparty Risk calculations and other processing, to be used to discuss technology implementation details with the Business and Market Regulators in various countries/regions.
- Accurately record, maintain and report Program/Project management tracking data such as milestones via our partner’s internal project tracking systems.
The role will provide opportunities to manage projects that help build out best in class technology solutions to solve complex business problems in a large global capital markets organization. Our partner’s scale and diversity provide a rich learning environment for technical, business and leadership skills. Day today work will involve heavy collaboration with teams in Asia, Europe, North and Latin Americas, and the opportunity to work alongside seasoned professionals in the Capital Markets space.
- 8+ years’ work experience in the Capital Markets domain
- Excellent understanding of Counterparty Credit Risk
- Potential Future Exposure, Margin, Collateral Haircut, Liquidity and Period of Risk
- ISDA MNA and CSA
- Excellent understanding of Derivatives products
Graduate in STEM (Science, Technology, Engineering and Mathematics) or Finance discipline.
- Excellent verbal and written English
- Ability to collaborate effectively in a large global team
- Ability to take ownership and proactively follow up on issues
- Ability to work well under pressure
Compensations & Benefits
- Competitive salary
- Home office and/or dynamic working hours
- Lots of challenges to learn
- Career growth