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Risk Management Reporter

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  • Banking & Finance
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Job Details

As part of the CR - EMA team members will be responsible for the belowUnderstand credit risk exposure valuation at a portfolio level across various business lines like Prime Brokerage, ETFO, Derivatives, FX, Repo, SLB, from a system, business and methodologies perspectiveUnderstand end-to-end data flow and functioning logic of our proprietary Credit Risk Management toolAnalysis of PE/EPE (& hence RWA and capital) of the Investment bank and commentary day on day (based on daily trend reports).Ownership of PFE & EPE outputs and analysis and Preparation of daily monthly Exposure analysis packs and presentationsIdentify and facilitate resolution of anomalous EPE values and calculation of indicative exposures till incorrect. This is done using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculatorsProviding subject matter expertise and analytics support to Finance and CVA team regarding risk and regulatory topics or initiativesDevelop practical solutions to regulatory requirements for Capital-related reportingInteraction with data suppliers and process teams responsible for key data sources and processing.You Offer... Strong analytical skills to identify the scope of issues and ability to provide appropriate solutionsGood knowledge of financial products across various asset classesSound understanding of life cycle of a trade and risk management conceptsAbility to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access)Knowledge of regulatory risk topics such as RWA, PFE and EPEExperience of working with the output of finance and risk systemsDriven and strong personality able to move forward both existing processes as well as the related projects in parallel to each otherCommunication skills at all levels including ability to interact successfully with stakeholders outside team
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce)

Experience: 2-7


Personal/ Retail Banking | Portfolio/Fund Mgmt | Relationship Mgmt | Risk/Credit/Economic Analyst
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