Job Description
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In this role, you will:
Provide counterparty credit risk oversight including the reporting and analysis of the following counterparty related information: Provide independent quantitative and qualitative analysis of counterparty risk and insights for risk mitigation including correlation risks such as wrong-way risk (general and specific), as well as on the credit quality of collateral, concentration, and liquidity risks. Exposure monitoring of counterparty credit risk arising from OTC derivatives and securities financing transactions. Lead and develop two direct reports, including coaching and performance management.Act as advisory to Credit Officers on distressed counterparties; identify and analyze leading indicators of emerging risks.Provide analysis of market events on portfolio and counterparty risk, support Executive-level, Board, regulatory and other key CCR reporting of coun...