Counterparty Credit Risk Manager
- Toronto, ON, Canada
Full-time
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Job details
- Job type
- Full-time
- Apply by
- Experience
- 3+ years of experience in market risk and/or credit risk of traded products
- Posting language
- English
- Posted
Original job description
JCW Group has partnered with a leading global bank to hire a Manager, Counterparty Credit Risk in Toronto. As a key member of the centralized CCR group, you will provide risk oversight on counterparty credit exposure from derivatives and securities financing transactions executed by the bank’s capital markets businesses. This is a great opportunity for someone looking to deepen their counterparty credit risk expertise within a large banking environment.
Key Responsibilities
- Monitor counterparty credit risk exposure arising from OTC derivatives and securities financing transactions
- Analyze counterparty risk, including wrong-way risk, collateral quality, concentration, and liquidity risk, and identify leading indicators of emerging risks
- Build strong working relationships with Credit, Banking, Front Office, and Management on CCR matters
- Contribute to Board, regulatory, and other key CCR reporting and support the development of reporting and BI tools
Key Qualifications
- 3+ years of experience in market risk and/or credit risk of traded products
- Knowledge of derivatives products and familiarity with counterparty credit risk
- University degree in a business-related field (CFA or FRM desirable)
- Advanced knowledge of Power BI, Python, SQL, and Unix is an asset
Joseph DeFeciani specializes in partnering with audit and finance professionals at leading organizations nationwide. For more information, please contact Joey at joseph.defeciani@jcwgroup.com.
More about this job
Responsibilities
Monitor and analyze counterparty credit exposures from OTC derivatives and securities financing transactions, assessing wrong-way risk, collateral quality, concentration, liquidity, and emerging risk indicators. Collaborate with Credit, Banking, Front Office, and Management, and contribute to Board and regulatory reporting and the development of reporting and BI tools.
Requirements
Requires at least three years of experience in market risk and/or credit risk for traded products, along with knowledge of derivatives and familiarity with counterparty credit risk. A business-related university degree is required; CFA or FRM is desirable, and advanced knowledge of Power BI, Python, SQL, and Unix is an asset.
Skills
- Counterparty Credit Risk
- Market Risk
- Credit Risk
- Derivatives
- Wrong-Way Risk
- Collateral Analysis
- Concentration Risk
- Liquidity Risk
- Risk Monitoring
- Risk Reporting
- Power BI
- Python
- SQL
- Unix
- Stakeholder Management
Visa sponsorship
Not detected in the job text
Hiring contact
Joseph DeFeciani
Hiring contact email
joseph.defeciani@jcwgroup.com
Categories
- Finance & Accounting
- Management & Leadership
- Data & Analytics
Keywords
- Counterparty Credit Risk
- Market Risk
- Credit Risk
- Traded Products
- OTC Derivatives
- Wrong-Way Risk
- Collateral Quality
- Concentration Risk
- Liquidity Risk
- Emerging Risk Indicators
- Credit
- Banking
- Front Office
- Board Reporting
- Regulatory Reporting
- Business Intelligence
- Power BI
- Python
- SQL
- Unix
- CFA
- FRM
- Capital Markets