The main accountabilities of an analyst on credit counterparty risk include but are not limited to:
- Supervision of the daily certification of counterparty credit metrics (CVaR and credit stress test) on market operations performed by our offshore team.
- Implementation of new CCR metrics in AMER (concentration risk, etc.)
- Stand as a point of contact on all Credit Risk metrics for the Americas. Answer ad hoc requests on computation of counterparty risk metrics (explanations of the metrics, explanation of Pre Deal Check simulation results, etc.)
- Contribute to different regulatory projects (SR 11-10, SR 11-7…) impacting the Counterparty Credit Risk to represent the department interests
- Lead initiatives in the conception/realization/improvement of the tools used for analysis and monitoring.
- Report daily KPI (key performance indicators) to management
- Analysis of daily, weekly and monthly metrics, deep dive on specific counterparties
Credit Limits Monitoring:
- Ensure on a daily basis the credit overshoot monitoring
- Provide analysis of the overshoots on a timely manner
- Initiate and contribute change management with our partners to launch new tools or new metrics monitoring
- Strong communication skills as the position will require interactions with Business Line management in AMER as well as with other MMG, DFIN and RISQ teams locally and in other regions, with project management teams and with other departments.
- Providing better, more comprehensive and more fexible reporting to our partners.