Manager, Counterparty Market Risk

Job description

Requisition ID: 254083 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Support counterparty market risk (CMR)’s mandate by managing margin sufficiency analysis and CCR Stress Testing for all trading counterparties, market risk for financing business and enhancing counterparty credit risk analytics. The CMR team is responsible for identifying and assessing key market risks impacting counterparty exposures. Utilizing analytics and customized tools, CMR provides a risk management overlay that highlights tail and concentration risks, leveraging market risk measures at the counterparty level to challenge both the business and credit risk. The team effectively integrates inputs from credit and market risk teams to ensure comprehensive counterparty risk assessment. Is this role right for you? In this role, you will: Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have: - CCR Analytics – Develop CCR Stress Testing Framework and Margin Sufficiency Analytics to strengthen Counterparty Credit Risk Management. - Support the Enterprise Stress Testing team in developing a dynamic appro...