Role OverviewThe position is responsible for exposure and portfolio management of the derivatives and traded products portfolio, which includes analysis of exposures, monitoring of limits and exposures, and risk reporting.
What You Will Do
Conduct what-if analysis on new transactions and counterparty portfolio, determine appropriate risk limits, and work with credit officers and front office to formulate recommendations.
Why It Might Be a Fit
The role requires strong analytical and quantitative background, proficiency in VBA and Python, and experience in Credit Risk Management, with a preference for experience in derivative products/counterparty credit risk.
Requirements
- Bachelor’s degree in Finance/Mathematics/Engineering
- Strong analytical and quantitative background, and modeling abilities
- Proficiency in VBA and Python
- Minimum 2-3 years of experience in Credit Risk Management
- Experience in derivative products/counterparty credit risk is preferred
- Excellent written and verbal presentation skills
- Strong attention to detail
- Ability to work closely with partners, provide direction and follow-up to get the job done
- Proficiency in Japanese is preferred
Benefits
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