Counterparty Credit Risk Resume Samples
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Counterparty Credit Risk Resume Samples
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TR
T Rogahn
Trever
Rogahn
91186 Carlee Street
Dallas
TX
+1 (555) 614 5518
91186 Carlee Street
Dallas
TX
Phone
p
+1 (555) 614 5518
Experience
Experience
Phoenix, AZ
Counterparty Credit Risk
Phoenix, AZ
Jaskolski-Hintz
Phoenix, AZ
Counterparty Credit Risk
- Work with Technology groups and establish controls to ensure all critical dependencies and batches processing are identified, understood and manage
- Assist with the risk management of Morgan Stanley’s swap dealers by setting and monitoring credit limits
- Challenge existing processes to develop synergies, ensure alignment, and stronger controls
- Portfolio management and oversight of Financial Institution sub-industries
- Perform User Acceptance Testing
- Present to Credit Senior management for discussion and approval of large transactions
- Work to ensure certain trade and indicative data is complete, accurate and received on a timely basis
Philadelphia, PA
CIB Risk-counterparty Credit Risk Infrastructure & Capital
Philadelphia, PA
Gislason Inc
Philadelphia, PA
CIB Risk-counterparty Credit Risk Infrastructure & Capital
- Contribute to the design and build-up of the EE Explains (E-cube) framework under guidance of senior SMEs and technology partners
- Develop tactical and strategic tools, analyses and reports for Stress Testing RWA forecasting
- Work with technology and production teams (risk reporting and finance) to ensure risk management systems/reports are accurate
- Work with CCIC Control SME to ensure adequate controls in place for CCAR RWA forecasting process
- Work with Control SME to ensure adequate controls for CCR RWA production process
- Perform analysis and profiling on data sets
- Conduct ad hoc analysis related to CCR regulations interpretation and develop solutions
present
Phoenix, AZ
Senior Manager Counterparty Credit Risk Measurement
Phoenix, AZ
Streich, Blick and D'Amore
present
Phoenix, AZ
Senior Manager Counterparty Credit Risk Measurement
present
- Work on the development of a sensitivity engine for CVA and FVA
- Work with other teams in Market Risk Measurement to develop and streamline processes related to CCR capital
- Knowledge of best practices in software development
- Provide business support for the existing sensitivity processes
- Manage team (up to 3 reports) providing daily support to the CVA desk on questions related to Credit Value Adjustment and Funding Value Adjustment models and analytics
- Lead development of desk tools facilitating analytics
- Lead efforts to improve efficiency of CCR processes
Education
Education
Bachelor’s Degree in Business
Bachelor’s Degree in Business
Loyola University Chicago
Bachelor’s Degree in Business
Skills
Skills
- Highly detail oriented and organized – Candidate can identify and resolve issues quickly and accurately
- Ability to work well in a team environment, Confidence and ability to work with all level of management
- Basic knowledge of Arctic and its relationship to the ledger
- Strong analytical skills combined with problem solving capabilities
- Traded Products knowledge, with exposure to Credit Risk and Basel rules
- Ability to multitask and see the issues holistically in a fast paced environment
- Proficiency in MS Excel and Power Point
- Interaction with Finance, Credit Risk, Data Reporting
- Experience with the Chart of Accounts as it relates to Oracle, SAP or Insight General Ledger
- Background in Accounting
7 Counterparty Credit Risk resume templates
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1
Counterparty Credit Risk Capital Resume Examples & Samples
- Development, implementation, and maintenance of critical credit risk capital reports covering Fixed Income, Commodities and Equity trading activities as well as Loans, (Lending & Repo)
- Monitor credit risk capital data on a daily basis
- Identify areas of weakness in the data stream and reporting process
- Propose and implement solutions, including new reports, to improve data quality and reporting processes
- Represent Credit Risk capital at cross-functional working groups
- Fluency with Microsoft Excel spreadsheets, Visual Basic and SQL database queries
- Strong problem-solving abilities, excellent analytical skills, solid writing and oral presentation skills
- Experience specifically in Credit/Market Risk Reporting, Product Control with an emphasis of risk, or related risk control function in a Bank
- Knowledge of financial products, financial markets and risk drivers especially those within Fixed Income, Commodities, Equity Derivatives and Loans
- Knowledge of various securitization products and structures, capable of analyzing securitization deals by reading deal documentation
- Experience working with Global teams across multiple divisions
- Knowledge of Federal Banking regulations
- Experience in Risk reporting at a Commercial Bank
- Experience working with Government regulators and internal and external auditors
2
Am-counterparty Credit Risk Executive Director Resume Examples & Samples
- Assist in the specification, development and implementation of the counterparty risk management analytics framework
- Work with partners in Risk and Technology to ensure requirements are delivered to support the model
- Remediation of gaps
- Perform ad-hoc analysis and highlight potential concerns for counterparty exposures to ensure the appropriate reporting, transparency and management
- Engage in regular dialogue with the business around risk limits
- Develop and update counterparty risk policies
- Support team leader in driving the agenda of the global counterparty risk group
- Support, ad-hoc analysis, regulatory reporting and other project work for the team
3
Manager, Counterparty Credit Risk Models Resume Examples & Samples
- Finance
- Economics
- Broad understanding and experience with risk management methodologies and measurements systems, specific to counterparty credit risk
- 4 years of related work experience, preferably in a financial institution
- Ability to meet deadlines and manage priorities
- Good relationship management skills,
4
CIB Risk-counterparty Credit Risk Infrastructure & Capital VP Resume Examples & Samples
- Knowledge of trading products
- Ability to be a team player and help drive consensus at broader forums
- Knowledge of JPM technology a big plus
5
Manager Counterparty Credit Risk Measurement Resume Examples & Samples
- Support trading desks in risk and profit/loss attribution calculations
- Develop and maintain processes supporting CCR calculations
- Contribute to the CCR system upgrade work
- Research, propose and implement enhancements to the CCR framework
- Support migration of new derivative products into CCR system
- Hands-on experience with C++ (or other OO languages) and scripting languages (Perl, Python or alike)
- Experience with Unix or Linux operating systems
- Experience with mathematical models and their implementation.2 years of experience in a banking or credit role with exposure to capital markets products
6
Manager Treasury Counterparty Credit Risk Oversight Resume Examples & Samples
- Lead and manage the Financial Institution Probability of Default (PD) and rating methodology models; Support validation process
- Drive development/ remediation of counterparty credit risk models across Risk Oversight
- Coordinate changes on policies & procedures, impacted by model design
- Drive governance around model changes or updates, and ensure approval at relevant Risk and Model committees; Support the Risk team on the audit and regulatory reviews of PD and Rating methodology models
- Perform credit risk analysis of financial institutions and other counterparties
- Perform gap assessment against industry standards/regulatory requirements on credit risk rating methodologies and credit risk measurement– work cross-functionally to close gaps
- Liaising with Treasury, Risk, Legal and Compliance to measure and manage counterparty credit risk
- Develop and present credit risk analytic reports for management, business partners, various risk committees and regulators
- Interact and partner with Treasury finance in order to obtain, understand, analyze and draw conclusions with respect to potential counterparty credit risks
- Develop consistent exception process for counterparty credit risk and evaluate requests around limits, policies and guidelines
- Provide independent review of regulatory and internal stress scenarios, including analytical review of key market and behavioral assumptions and management of ad hoc analysis
- Bachelor's Degree in finance, mathematics, business administration, economics and minimum of 5 years of experience in a wide range of markets; experience in debt capital markets, consumer banking/financing business, corporate planning, risk, OR in lieu of Bachelor's Degree, a minimum of 9 years of experience in a wide range of markets; experience in debt capital markets, consumer banking/financing business, corporate planning, risk
- At least 3 years of experience working with or managing advanced risk analytics or finance quantitative modeling
- At least 1 year of experience in a regulatory environment
- At least 1 year of experience in building credit, market and/or valuation models
- Advanced Excel data analysis skills
- Advanced PowerPoint
- Minimum of 5 years of experience on creating and enhancing models for valuation, strategic investment decisions and/or credit risk management
- Working experience in highly regulatory environment within U.S. Regulated Commercial Banking or Consumer Credit Environment
- Prior experience with risk/treasury management systems/applications such as SAS, Hyperion, Moody's analytics, QRM, or Bancware preferred
- Working knowledge of Bloomberg
- Prior work experience in Risk, Finance, and/or Treasury
- Working knowledge of S&P, Moody's and Fitch rating methodologies
- Working knowledge of Thomson One and or Capital IQ
- Advanced Excel data analysis skills including VBA programming
- Experience in a matrix organization and global environment
- Hands-on problem solving skills
- Demonstrated strong IT skills
7
CIB Risk-counterparty Credit Risk Infrastructure & Capital VP Resume Examples & Samples
- Perform as Subject Matter Expert (SME) in traded products (e.g. repo-style transactions and margin loans) and BASEL regulatory capital regime
- Provide guidance and oversight to multiple stakeholders in CCR E2E framework on implementation and/or continuous improvement of BASEL III, including but not limited to
- Knowledge of traded products and between 5 and 8 year of experience in financial industry, relevant experience on credit risk management is a plus
- Strong knowledge in Basel capital rule and experience with E2E process in large US banks
- Sound understanding of basic quantitative concept relating to risk drivers and measurement
- Solid analytical skills and experience with infrastructure and data/process flow
- Excellent verbal and written communication skills, with the ability to articulate complex data intensive challenges and solutions in clear and concise terms to non-technical stakeholders and senior managers
8
Senior Manager Counterparty Credit Risk Measurement Resume Examples & Samples
- Manage team (up to 3 reports) providing daily support to the CVA desk on questions related to Credit Value Adjustment and Funding Value Adjustment models and analytics
- Provide support to various business stakeholders (trading desks, banking and credit groups) on Potential Future Exposure analytics
- Lead development of desk tools facilitating analytics
- Lead efforts to improve efficiency of CCR processes
- Liaise with internal IT groups and external vendor on system development
- Work with other teams in Market Risk Measurement to develop and streamline processes related to CCR capital
- Ability to handle high pressure and conflicts in a professional manner is key
- Demonstrated knowledge of derivatives products
- Hands-on experience with counterparty market risk or credit risk models (in particular CVA) and/or systems
- Ability to supervise highly technical staff
- Critical thinking and attention to detail
- Ability to work independently and drive change
- University degree in a technical discipline
9
Counterparty Credit Risk Quant, VP Resume Examples & Samples
- Developing and maintaining a suite of model performance tests to substantiate the ongoing fitness of the Models for their intended use
- Developing and maintaining a sensitivity analysis for model robustness and stability
- Benchmarking of Model outputs by implementing challenger models in offline studies
- Developing early warning metrics to compliment the model Back testing results as part of the Outcomes Analysis framework
- Working with Model Risk Management, Model Developers and other members of the Model Performance team to identify Model Limitations
- Materiality assessment for Model Limitations
- Communicating Model Limitation impacts to the wider Risk Organisation
10
Counterparty Credit Risk Resume Examples & Samples
- Challenge existing processes to develop synergies, ensure alignment, and stronger controls
- View the Credit and Capital environment from a holistic stand-point, and be able to identify inter-connecting issues
- Leverage knowledge of Balance Sheet management and be able to challenge certain Accounting or GL entries (as appropriate)
- Oversee the reconciliation results across specific GL Asset/Liability classes and be able to handle all day-to-day inquiries from numerous downstream stakeholders
- Address data gaps, execution of tactical and strategic solutions
- Work to ensure certain trade and indicative data is complete, accurate and received on a timely basis
- Prepare monthly Basel reconciliation reports for senior manager review and ultimate RWA calculations
- Liaise with Middle Office and Legal Entity Controllers on reconciliation, with the view to resolving all outstanding breaks
- Work with Technology groups and establish controls to ensure all critical dependencies and batches processing are identified, understood and manage
- Provide business specifications for technology enhancements
- Coordinate with Middle Office and technology to ensure accuracy of the resolution implementation
- Perform User Acceptance Testing
- Experience in reporting metrics to management and data analysis
- Background in Accounting
- Undergraduate Degree in Finance or other business related discipline
- Experience with the Chart of Accounts as it relates to Oracle, SAP or Insight General Ledger
- Interaction with Finance, Credit Risk, Data Reporting
- Traded Products knowledge, with exposure to Credit Risk and Basel rules
- Basic knowledge of Arctic and its relationship to the ledger
- Proficiency in MS Excel and Power Point
- Excellent verbal and written communication skills Desired Skills: Must be proactive, highly motivated and be able to inspire confidence and results with the wider team
- Strong analytical skills combined with problem solving capabilities
- Ability to multitask and see the issues holistically in a fast paced environment
- Candidate must be able to manage time sensitive issues, prioritize multiple processes and projects and articulate thought process for decision-making
- Ability to work well in a team environment, Confidence and ability to work with all level of management
- Highly detail oriented and organized – Candidate can identify and resolve issues quickly and accurately
11
Counterparty Credit Risk Quant AVP / VP Resume Examples & Samples
- Support of the existing framework used to override exposures for exotic trades that do not fit into the overall Monte Carlo engine. Migrating the framework into the FO C++ library and enhancing the methodology underlying the framework where required/possible
- Support of the IDR (Incremental Default Risk) model used in the CCAR stress testing process
- PhD or MSc in a quantitative subject (maths/physical sciences)
- Experience of applying sophisticated mathematics in finance
- Programming skills: C++ and ideally Python. Experience with statistical packages, Latex and VBA is also useful
- Industry knowledge and business judgment
- Knowledge of Statistics, Probability Theory or Econometrics
- Experience of working under pressure and delivering to tight deadlines
- Several years industry experience working in financial modelling with a substantial mathematical component
- Ability to work well in groups, within and across functions
- Ability to share information and adopting ideas of others when appropriate
12
CIB Risk-counterparty Credit Risk Infrastructure & Capital Resume Examples & Samples
- Serve as a team analyst for foundational quantitative analyses of portfolios, capital and stress testing results of the firm’s counterparty risk stream
- Learn, use and maintain existing tools to analyze the traded product portfolio and associated capital
- Develop agile tools/prototypes under the guidance of senior SME
- Work with technology and production teams (risk reporting and finance) to ensure risk management systems/reports are accurate
- Research and evaluate input/output of RWA where Explains are needed or provide analytical support
- Monitor credit engine performance and explain variances on a periodical basis
- Perform analysis and profiling on data sets
- Coursework involving finance and computer science, previous work in financial services a plus
- Strong analytical skills in forecasting and interpreting results and comfortable working with large quantities of data
- Strong technical skills in using database and SQL; strong programming skills with Excel, Access or advanced data manipulation language
- Ability to solve problems creatively while working in a dynamic and challenging environment under tight deadlines
- Eagerness to learn about risk, risk quantification and banking regulations
13
CIB Risk-counterparty Credit Risk Infrastructure & Capital Resume Examples & Samples
- Act as the single point of contract for the team on CCAR stress testing RWA forecasting program
- Fully build up the EE Explains (E-cube) framework under guidance of senior SMEs
- Develop tactical and strategic tools, analyses and reports for Stress Testing RWA forecasting
- Work with technology to implement/automate the E-cube framework
- Work with Finance and CCST on business needs and regulatory expectation on CCAR results validation
- Work with CCIC Control SME to ensure adequate controls in place for CCAR RWA forecasting process
- Research and evaluate input/output of stress EE/RWA where Explains are needed or provide analytical support
- Conduct the EE Explains process on a periodical basis
- Experience with and knowledge of CCAR stress testing and/or Basel regulations
- Strong econometric knowledge and experience of application
- Knowledge of traded products, associated risk identification and measurement
14
CIB Risk-counterparty Credit Risk Infrastructure & Capital Resume Examples & Samples
- Act as the team’s Control SME for all regulatory capital programs within the team’s responsibilities
- Lead to assess primarily the E2E process of Basel Standardized Methods
- Lead to develop internal governance procedures to provide strong controls for all RC programs
- Assist the CCIC SMEs to ensure adequate controls in place for E2E Basel Advanced Methods and other RC programs
- Work with RCMO and CCIC SMEs to represent the firm to regulators across various RC initiatives on control matters
- Work with QR, MGG, and MRG to ensure necessary controls around model development, remediation and validation
- Work with Technology groups to ensure controls developed for accuracy of the input to RWA production and consistency across various system implementation with E2E process
- Work with LoBs, CR Middle Office, Risk Reporting and Finance to ensure controls for completeness of the trade population and reasonableness of RWA results
- Strong experience with process and control, previous audit in financial services a plus
- Experience with and knowledge of Basel regulations and/or CCAR stress testing
- Experience with technology infrastructure and systems in large complex banks
- Knowledge of traded products and associated risk identification and measurement
- Knowledge of JPM Basel program is a big plus
15
Manager Counterparty Credit Risk Resume Examples & Samples
- Investigate emerging risks and develop regular reporting to business lines and senior management
- Gain expertise on the Bank's CCR measures, such as CVA, PFE, stressed exposures and wrong-way risk
- Early Warning Reporting - Manage daily process to investigate market activity
- Manage bi-weekly CCR Committee meeting
- Interface frequently with Management, Front Office and other key stakeholders in the group's CCR management responsibilities
- The successful candidate will have a strong interest in adding to the Bank's oversight of Counterparty Credit Risk
- 3 years Capital Markets risk management related experience
- Knowledge of derivatives and familiarity with counterparty credit risk
- Numerical analysis
16
Manager Counterparty Credit Risk Measurement Resume Examples & Samples
- Design algorithms and approaches needed to achieve an order of magnitude improvement in our systems performance
- Hands-on experience with C++ (or other OO languages) and scripting languages (Perl, Python or alike). Knowledge of parallel programming, grid computing and/or Hadoop would be valuable
- Experience with mathematical models and their implementation
17
Ccar-projections Counterparty Credit Risk Resume Examples & Samples
- Support CRM focused IHC stress testing activities and CCAR related to GMS results, analysis and documentation (with particular focus on GMS Largest Counterparty Default Loss) and 9Q Counterparty Credit Risk RWA projections results, analysis and documentation
- Support CRM Stress Testing Results lead in approval of models and coordination of challenge of results for GMS CCAR calculations and 9Q CCR projections
- Support documentation for the Capital Plan and appendices, including related GMS and 9Q results
- Support remediation efforts to address findings based on regulatory feedback and self-assessments
- Support development of reports/ decks to be presented to Americas senior management
18
CIB Risk-counterparty Credit Risk Infrastructure & Capital Resume Examples & Samples
- Under guidance of SMEs, support firm-wide CCR regulatory capital internal model implementation
- Conduct ad hoc analysis related to CCR regulations interpretation and develop solutions
- Work with Control SME to ensure adequate controls for CCR RWA production process
- Contribute to the design and build-up of the EE Explains (E-cube) framework under guidance of senior SMEs and technology partners
- 3 to 6 years experience with implementation of Basel II or III CCR RWA internal models
- Strong knowledge of US regulatory requirements related to CCR
- Experience with counterparty credit risk management of central clearing and/or prime brokerage is a plus
19
Head of Change for Counterparty Credit Risk Resume Examples & Samples
- Providing Senior contact within MRM and Credit Risk Management (CRM) with respect to Counterparty Credit Risk capabilities and programme status
- Agreeing the Counterparty Credit Risk architectural strategy and ensuring its is in line with the wider risk architecture and business processes
- Ensuring all programmes are delivered to time and on budget
- Ensuring that programmes are run in line with delivery standards and that external reporting is both appropriate and accurate
- Ensuring that all processes are effectively moved to Run the Bank teams
- Engaging in bank wide strategic projects
- Liaising with key stakeholders within MRM, CRM, Front Office, Information Technology, Finance etc
- Becoming a subject matter expert on Counterparty Credit Risk related regulation
- Recording all key project risks and escalating accordingly
- Ensuring all audit points raised are resolved in a timely and satisfactory manner
20
Counterparty Credit Risk Infrastructure & Capital VP-ny Resume Examples & Samples
- End-to-end project management of regulatory capital internal model implementation
- Detail oriented and strong organizational skills gained through at least 6 years of relevant experience
- Working knowledge of Basel II/III CCR RWA Regulations is a plus
- Experience with implementation of Basel II or III CCR RWA internal models a plus
- Experience with relevant JPMorgan systems infrastructure is a plus
21
Counterparty Credit Risk Limits & Exposure Management Resume Examples & Samples
- To work alongside front office traders to monitor, analyse and report breaches of limits and their respective exposures within the counterparty credit risk of trades
- To monitor risk limits and implementation of the escalation process
- The production of reports which communicate the results of breaches; what breach has taken place? Why was this breach made?
- Continuous analysis of the traded products portfolio
- Liaising with front office and risk management regarding limit and exposure figures and reports
- Ensuring that tasks are performed in line with global policies and internal rules
- Deep understanding and knowledge across asset classes: FX, interest rates, securities, derivatives etc
- Good knowledge in traded products
- VBA and/or SQL programming skills
- Practical experience in analysing of risk arising from derivative products
- Experience in handling trading systems
- Good knowledge of different risk systems
- Good understanding of economic correlations and counterparty credit risk exposure monitoring
22
Counterparty Credit Risk Change Manager Resume Examples & Samples
- Managing and supporting BAs during the analysis of requirements for key elements of the programme (PM)
- Taking responsibility for the execution and delivery of work streams within the programme (PM)
- Analysis and documentation of requirements covering various areas of the Front-to-Back process (BA)
- Ensure engagement and coordination of functional requirements across MR, eg risk managers, methodology etc., and other key partners of MR, eg Front Office, IT, Operations, Finance etc. (PM/BA)
- Support the user testing and project roll out as required (PM/BA)
- Communicate project status update to management and stakeholders and escalate issues as appropriate (PM)
- Use of standard project management tools and techniques to maintain visibility and on-time delivery projects (PM/BA)
- Preparation of briefing documents as needed for discussions with/presentations to senior stakeholders (PM/BA)
23
Manager Counterparty Credit Risk Resume Examples & Samples
- General knowledge of the risk framework / regulatory requirements of the banking sector (i.e. capital, exposure reporting, etc)
- Strong quantitative and problem solving skills
- Good negotiation skills with a results-driven attitude
- Strong communication, presentation, and writing skills
- Experience with UNIX or Linux operating systems is a plus
- Hands-on experience with Python and/or C++ (or other OO languages) and scripting languages would be valuable
- Knowledge of databases and web services is a plus
24
Manager Counterparty Credit Risk Resume Examples & Samples
- Provide model support for the PFE and regulatory capital calculation
- Work on the development of new CCR models and methodology enhancements
- Liaise with IT and model validation for new models and model-related enhancements
- Keen interest in financial products and pricing models
- Hands-on experience in scripting languages (python, perl or alike)
- Knowledge of Monte Carlo simulation and other numerical methods
- Familiarity with Unix/Linux operating systems is an asset
25
Manager Counterparty Credit Risk Resume Examples & Samples
- Propose, investigate and develop methodologies for optimizing engine
- Provide business support for the existing sensitivity processes
- Hands-on experience with C++, python and other OOP languages
- Experience optimizing large complex systems; experience with Valgrind/IBM Rational, VTune or other performance monitoring tools
- Familiarity with Unix/Linux operating systems is an must
- Knowledge of financial products and valuation models is an asset
26
Cib-counterparty Credit Risk Infrastructure & Capital VP-ny Resume Examples & Samples
- Facilitate project meetings; create materials to be used for presentation at working group and senior management meetings
- Project planning and analysis – including detailed project plans, documenting scope and business requirements, detailing issues & problems; drafting business and technical data flows
- Working knowledge of derivatives and/or securities financing products and their credit risk management
- Experience with implementation of Basel II or III CCR RWA internal models is a plus
27
Senior Manager Counterparty Credit Risk Resume Examples & Samples
- Identify the impact of current events on the Bank's trading counterparty exposures
- Help develop analysis on Risk Weighted Assets
- Manage bi-weekly CCR Committee meeting material
- Interface frequently with Management, Front Office and other key stakeholders in communicating the group's CCR related findings
- 5 years Capital Markets risk management related experience
- Strong written and verbal presentation skills. Ability to defend risk decisions and CCR results to senior management, Front Office and other key stakeholders
- Detail oriented and ability to manage multiple initiatives in a fast pace environment
- Strong knowledge of traded products, derivatives valuation and familiarity with counterparty credit risk models
- Familiarity with Unix environment
28
Cib-counterparty Credit Risk Infrastructure & Capital VP-ny Resume Examples & Samples
- Lead in developing analytics to effectively explain RWA and stress testing results
- Drive CCIC technology strategic initiatives and the partnership with various technology stakeholders
- Lead in planning, prioritization, and development of various initiatives of assigned risk stripe around Basel program and relevant stress testing activities
- Provide guidance and oversight to stakeholders in Counterparty Credit Risk (CCR) E2E framework on implementation and/or continuous improvement of BASEL III process, including but not limited to
- Drive the governance process to ensure that derivatives, securities financing transactions and other traded products are appropriately treated in accordance of Basel III rule
- Provide oversight to ensure completeness and accuracy of portfolio data and risk parameters as well as stable and resilient of RWA result and stress calculations
- Design and improve the E2E process with controls and tools
- Work closely with CCIC Infrastructure team, Credit Portfolio Group, Credit Risk Management, Credit Risk Technology, Risk Reporting, Quant Research, Model Risk and Development group (MGG and MRG)
- Strong technology background in SDLC and agile development, and project management
- Solid analytical skills and experience with large data set or database tools/development
- Familiar with JPM infrastructure and data/process flow
- Strong knowledge in Basel and/or Stress Testing E2E process in large US banks
- Knowledge of traded products and relevant experience on counterparty credit risk management is a plus
- Strong sense of accountability and ownership of responsibilities, must be diligent, self-motivated and able to deliver high-quality results in a fast paced environment
- Leadership skills and experience is a plus
29
Manager, Counterparty Credit Risk Resume Examples & Samples
- Financial markets and products
- Ability to lead a team, coach, and develop subordinates
- MSc in a technical field, i.e., statistics, engineering, applied mathematics
30
Counterparty Credit Risk Specialist Resume Examples & Samples
- Assisting with the underwriting a diverse range of asset based lending facilities for a portfolio of over $30bn of commitments
- Conducting initial transaction screening, documentation reviews, ongoing portfolio monitoring and both regular and adhoc reporting
- Working closely with the relevant deal teams to help create acceptable structures and conduct stress analysis
- Participating in due diligence of seller/servicers including onsite and remote diligence
- Perform annual reviews and complete write-ups for a portfolio of SPEs with derivative exposure (CLNS, ABS trusts, etc)
- Assistance in working with credit review, audit, finance and other support partners in response to requests related to the SFG portfolio
- Participate in training of GRMAPs that may join the team
- 3 years+ prior risk management experience (preferably credit risk)
- Familiarity with structured products, notably Asset Backed facilities
- Ability to manage significant deal volume, reporting requirements, monitoring requirements etc. in a fast paced environment
- Basic understanding of derivatives products and associated trading documentation
- Strong Excel skills to work with cashflow models related to structured transactions
- Willingness to improve/streamline processes, notably around risk reporting
31
Cib-counterparty Credit Risk Infrastructure & Capital Resume Examples & Samples
- End-to-end project management of regulatory capital initiatives including but not limited to RWA stress testing, ongoing BAU oversight and internal analytics development
- Build constructive relationships with stakeholders, including senior management and other project managers
- Ability to think creatively and offer solutions around tactical and strategic remediation
- Working knowledge of Basel II/III CCR Regulations and/or CCAR RWA stress testing
- Experience with JPMorgan credit risk systems infrastructure is a plus
- Experience with counterparty credit risk management of is a plus
32
Cib-counterparty Credit Risk Infrastructure & Capital VP-ny Resume Examples & Samples
- Lead in the planning, prioritization, and development of implementation projects to support current and future Quantitative Impact Study (QIS) and other ad hoc regulatory impact requests
- Produce and explain SA-CCR EAD and RWA estimates based on the BSBC proposed revisions to IRB and standardized approaches for Credit Risk estimates on an ad-hoc basis
- Produce and explain results for other CCR related non-capital based QIS requests
- Provide guidance / mentorship to junior colleagues
- Concrete understanding of Basel II/III CCR capital framework, CCR exposures and relevant Basel metrics
- Excellent knowledge of the revised IRB and standardized approach for credit risk as it applies to OTC derivatives (bilateral and cleared) as well as securities financing exposures, including SA-CCR
- Solid analytical skills with infrastructure and data/process flow
- Hands-on experience with large data set manipulation
- Experience with JPMorgan credit risk systems infrastructure or demonstrated ability to quickly master systems of equivalent scale and complexity
- Ability to work under pressure and with tight timeline
33
Senior Manager Counterparty Credit Risk Measurement Resume Examples & Samples
- Work on the development of a sensitivity engine for CVA and FVA
- Design, implement and test code for the new sensitivity engine
- Knowledge of best practices in software development
- Experience optimizing code for computational efficiency
- Knowledge of Monte Carlo simulation and other numerical methods is an asset
34
Counterparty Credit Risk Expert Resume Examples & Samples
- Cover key derivatives counterparties such as banks, insurance companies, clearing houses including risk appetite setting
- Handle trade requests and manage credit portfolios as product manager across listed and unlisted derivatives and other credit exposure products for the covered industry sectors
- Liaise as necessary with other functional groups including operations, risk reporting, regulatory, controllers and capital groups
- Advanced degree, or equivalent, in a quantitative subject, mathematics or Finance preferred
- Track record of dealing with traded products and the trade approval process i.e. dealing with traders, sales coverage, and strong knowledge of derivative documentation
- Strong analytical skills, particularly related to fundamental research for Financial Institutions
- Ability to work independently in a self-directed way to thrive in collaborative, team oriented environment
- Detail oriented with strong organizational skills, such as ability to prioritize, multi task and meet deadlines in fast paced environment
- Strong communications skills, verbal and written, including ability to summarize key messages for senior management presentations
- Proficient in Microsoft Office, including Excel, Power Point, Word, Project
35
Functional Change Lead for Counterparty Credit Risk Resume Examples & Samples
- Leading the definition of detailed project delivery scope and approach for risk business change for the Derivative Counterparty Risk function within MRM and its up-and-downstream functions in FO, Credit Risk Management (CRM), Operations and Finance
- Facilitating work-shops with business stakeholders to identify their detailed requirements, including external regulatory requirements. This includes expert advice and guidance on creating those requirements in the first instance and prioritising them (not a pure delivery role)
- Leading and managing the creation of the functional and business requirements documentation (BRD) as needed for the programme, including quality-assurance of the relevant BRD as produced by the Business Analysts of the Risk Change team
- Reviewing and challenging the solution architecture and technical design as proposed by Global Technology (GT); reviewing and, as appropriate, signing off the functional and technical design specifications produced by GT
- Collaborating with GT and Change Management teams to move towards a more efficient change delivery process and in particular for test management in a federated / componentised system landscape; providing much earlier business functionality steer during GT code development, before code completion and after BRD sign-off; including provision of early modular functional testing on developer boxes and clear exit criteria for system integration testing (SIT) as performed by GT Quality Assurance (QA) teams; this will include collaboration for adequate resource planning and team build-up including both system environment and human resources; it will also require breaking down of silos
- Planning User Acceptance Testing together with Project and Programme Managers in Change and in GT, including detailed standards and non-functional test requirements, such as timing of test environment provision and access to environments, nature of the environments (static / rolling / exclusive / shared with other project streams), test diagnostics tools and parameters required etc
- Facilitating functional sign-off of User Acceptance Testing (UAT) test criteria, test cases and test results by Business as Usual (BAU) System Business Owners and impacted BAU Stakeholders, including assurance of audit-proof documentation of test documentation and test governance
- Planning and facilitating with relevant BAU stakeholders the materiality analysis at the beginning, and the business impact analysis towards the end of a project, including tasks and roles split between GT, BAU and Change
- Assuring and chasing BAU stakeholders to plan and execute their BAU side governance requirements outside of the Information Technology (IT) delivery cycle and over and above UAT testing as the case may be (e.g., supervisory pre / post notifications) in time for project plan delivery and steering IT to recognise such non-technology dependencies for overall delivery success
- Assuring that the relevant BAU stakeholders / sponsors will work through closing their associated business risks and issues, e.g. as raised by internal / external audit, or by regulatory supervisors, or as self-assessed; in each case supporting them with identification and / or creation of the required documentary evidence for such closures
- Supporting Risk Change Team Management with a training, personal development and growth plan for some members of the team, including business, functional, quantitative, delivery, technical and behavioural skills and subject matter expertise. Due to initial team sizes, this role does not currently involve line management, however it is likely this responsibility will be added to it in due course
- A very strong background and experience in Financial Risk Management (BAU or Change) in Wholesale Banking
- Deep understanding of Monte Carlo methods in Mathematical Finance, especially simulation models for market and credit risks
- Thorough understanding of back-testing requirements and approaches for abovementioned simulation models
- Working knowledge of stress testing processes and models
- Advanced capital markets product knowledge, in particular Derivatives and Security Finance (repo, stock borrow-lend, total return swaps etc.) on a detailed data level
- Deep experience with the trade life cycle in these products from execution to settlement, cash-flow roll-off and margin process
- Good knowledge of netting agreement data and process, and especially of collateral agreements
- Excellent communication and people skills, including senior business stakeholder relationship management and support of growth for junior colleagues
- Collaborative approach to project delivery across various teams and regarding dependencies on / to other investment change delivery programmes
- Excellent project documentation skills and good experience with project delivery and test governance process
- Educated to Masters Degree level with a concentration in Natural Science, Mathematics, Engineering / Computer Science (or equivalent qualification / work experience)
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Funds Team, Counterparty Credit Risk VP Resume Examples & Samples
- Oversight of the credit analysis and risk management for funds in EMEA, in particular the credit due diligence and rating process as well as setting and monitoring of credit risk limits
- Transaction analysis and credit approval process including credit risk mitigation and documentation requirements
- Represent credit risk and risk sensitivities associated with the EMEA Funds portfolio through development and production of ad-hoc and regular reports
- Liaise with other departments including legal, operations, risk reporting, regulatory controllers and capital groups
- Regular interaction with Sales & Trading Division for all Fund related requests
- Dedicated product coverage for Prime Brokerage and cleared/exchange traded client trading
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Counterparty Credit Risk Resume Examples & Samples
- Assess and approve new transactions, includes providing an independent assessment and recommendation on the credit quality of proposed counterparties and escalation to senior management as required
- Collaborate with business unit on structuring and documentation for proposed transactions
- Portfolio management and oversight of Financial Institution sub-industries
- Present to Credit Senior management for discussion and approval of large transactions
- Assist with the risk management of Morgan Stanley’s swap dealers by setting and monitoring credit limits
- Experience in risk management of derivatives and lending products
- Strong team player able to work effectively in a team environment
- Strong in both Microsoft Excel and Powerpoint
- Bachelor’s degree with a minimum of 5 years of work experience in a finance or accounting field*LI-FQ1
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Counterparty Credit Risk Executive Resume Examples & Samples
- 15+ years industry experience in role demanding business expertise
- 15+ years’ experience in delivering complex change in Investment Banking environments
- Experience of leading large (50+) organizational groups in major change portfolios
- Proven track record (15+ years) in formal program and project management with associated management disciplines
- Able to lead at senior level, driving consensus, partnership and direction across other leaders
- Drives change to successful implementation in complex undertakings
- Strong Banking background
- Set strategic direction
- Builds excellent talent
- Develops method and methodology across his/her team
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Counterparty Credit Risk Specialist Resume Examples & Samples
- CCP Qualification
- CCP Onboarding and ongoing due diligence
- CCP Default Management
- Audit issue resolution
- Preparation of material for Board and Regulator updates
- Risk Committee meetings
- 3-7 years of combined experience in the areas of counterparty risk, governance, or regulatory programs
- Strong analytical skills, ability to interpret rules and guidance
- Results-driven with a proven track record of high-quality accomplishments
- Self-motivated, able to work independently
- Strong communication skills; able to communicate in a direct succinct manner internally with business partners and to high level executives
- Ability to build relationships and strong partnerships at all levels of the organization
- Proficient in Word, Excel, and PowerPoint
- Understanding of Central Counterparties (CCPs) including default waterfall structures, default management and recovery tools, and CPMI IOSCO Principles
- Understanding of cleared products
- Understanding of regulations impacting financial institution Capital and Risk treatment of CCPs and cleared products
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Counterparty Credit Risk Limit & Exposure Management Resume Examples & Samples
- Responsible for leading a team that develops automated, routine reporting and supports ad-hoc requests for information and analysis in the Credit Risk Group within Global Risk Management
- Respond to requests for information by asking pertinent, clarifying questions, identifying the relevant data needed to satisfy the request and present the information in a clear and concise manner
- Develop and implement reporting process to capture emerging credit risk trends to facilitate discussions at various risk committees
- Understand risk capital based requirements (EC/RBC) to ensure enterprise solvency guidelines are in adherence throughout ongoing reporting cycles
- Understand internal information systems, relational database design and knowledge of how to use various cube aggregation and BI tools to access multiple information sources for analytical purposes
- Work alongside the front office, risk analytics, financial accounting, etc. to ensure proper capture of credit risk, as well as ensures risk measures are conceptually sound and meet senior management/board/regulatory requirements
- Monitor, analyze and report breaches of limits and their respective exposures within the counterparty credit risk limit framework
- Responsible for annual update of General Authorities (“GA”) and ongoing monitoring of Internal Management Limits, including working with the legal department to update and maintain the associated governing documents
- Respond to exposure and limit-related inquiries from regulators
- Ensure that tasks are performed in line with global policies and internal rules
- 10+ years of applicable and proven experience in credit risk reporting
- Strong written and verbal communication skills and ability to work effectively and influence key partners (e.g. Investments, Legal, Accounting, Technology, etc.)
- Technical skills and expertise using developer tools such as SAS, SQL databases and reporting software
- Deep understanding and practical experience analyzing risk associated with various asset classes (e.g. Fixed Income Securities, Structured Finance, Real Estate, etc.) and Credit Risk Management
- Strong understanding of economic correlations and counterparty credit exposure monitoring
- Demonstrated ability to manage a team and coordinate work efforts to prioritize tasks across available resources with a sense of urgency
- Undergraduate degree required, MBA or other advanced degree preferred
