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$122,000 - $140,000 a year
Full-time
- Analyze and explain period over period exposure changes across a range of counterparty credit risk measures, including current, potential, and stress testing exposures, as well as risk sensitivities.
- Oversee the preparation and execution of recurring weekly, monthly, and quarterly analysis and reporting on the counterparty credit portfolio.
- Provide in-depth credit risk exposure analysis and risk insights for the Counterparty Portfolio, including derivatives and securities financing transactions.
- Prototype potential new analysis and reports.
- Collaborate with Data Control, Technology, Credit Coverage officers and Business Unit representatives, to ensure new and emerging data required for portfolio analysis is on-boarded into credit risk systems.
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