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• Ensure CCR frameworks, practices and policies applied to all market products, including all Over-The-Counter (OTC) Derivatives across Equity, Foreign Exchange (FX), Fixed Income, Commodities, Credit derivatives; Prime Brokerage, Futures and OTC Clearing, Securities Financing Transactions and Cash trading across all Credit portfolios Actively monitor CCR portfolio across business, risk stripes and legal vehicles on the quantum, trend, composition, and work in conjunction with Credit officers and Business partners to ensure CCR exposures remain within risk appetite Focus on early warning and proactive problem recognition based on markets indicators and portfolio concentrations and timely escalate issues to senior management for any action or resolution Help 2nd line of defense Credit officers in pre-trade review, challenge, and what-if analysis for new complex derivatives activity with application of CCR frameworks for effective and efficient risk on-boarding Support CCR risk management governance by preparing and presenting updates on various CCR pillars to CCR councils and senior management forums Support regulatory interactions on the CCR and manage increasing demands of regulatory oversight on CCR including ensuring timely and accurate inputs to regulators. Candidates should have solid experience in a large Financial Institution in CCR Strong understanding of CCR including Exposure and Margin frameworks/models, Stress testing, Wrong-Way Risk Knowledge of Markets businesses and products across OTC, Prime Brokerage, Clearing and Security Financing /Repo Strong technical expertise of complex derivative structures and understanding of associated first order/second order risks Knowledge of Credit documentation and various Credit master agreements, legal terms related to netting/collateral/margin mechanics will be a plus Broad understanding of current market and regulatory environment as applicable to CCR Excellent organizational and communication skills (written and verbal) Superior analytical and quantitative skills and be able to quickly distil transactions/business propositions to key risks Ability to work collaboratively with a wide group of cross-functional stakeholders across levels Demonstrated ability to lead meetings/calls, to listen to other points of view, provide appropriate challenge, influence partners Regularly communicates and ensures key messages are cascaded throughout the broader teams Demonstrates integrity and sound independent risk judgment and operates to the highest ethical standard Ability to work comfortably in a matrix environment. Self-starter, motivated and aspirational Educated to quantitative/finance master's degree standard or equivalent Then apply to discover the true extent of your capabilities. LI-TM3 ------------------------------------------------------ Job Family Group: Risk Management ------------------------------------------------------ Job Family: Portfolio Credit Risk Management ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Analytical Thinking, Constructive Debate, Escalation Management, Industry Knowledge, Policy and Procedure, Policy and Regulation, Process Execution, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------