Robertson & Company Ltd.
Job Description
Reporting to the Group Manager, Counterparty Credit Risk, this position plays a key role in the establishment and rollout of credit analytics across The Bank.
The successful candidate will:
• Build a detailed understanding of the various derivative and financing businesses which Market Risk & Counterparty Analytics supports.
• Provide ad-hoc support to Front Office and Credit Management to facilitate trading of existing and new products.
• Review daily counterparty credit risk exposures and investigate any credit anomalies.
• Perform daily analysis of potential future exposure and various capital measures.
• Provide credit related subject matter expertise for a high number of ongoing strategic initiatives with the Firm.
• Provide ad-hoc data mining and risk reporting when required in support of internal or external requests.
• Perform assessment and monitoring of Counterparty Credit Wrong Way Risk in accordance to the bank’s risk appetite and credit policies.
• Highlight key risks in specific business lines and in the firm as a whole, and provide ongoing commentary on stress results.
• Work closely with the Trading desk, Technology, Finance, Model Development and Credit Management providing expert knowledge and support to ongoing credit risk analytics.
• Act as a subject matter expert for Counterparty Credit Risk Systems.
• Maintain an understanding of regulatory landscape related to risk reporting and capital measures.
• Assist in quantitative aspects of risk policies involving credit exposures to counterparties.
• Maintain thorough understanding of all key risk and risk-related issues through continual review of risk reports/related data and dialogue with relevant parties.
• Provide assistance to Technology Solutions in model implementation.
• Continuously enhance the methodologies implemented in TDBFG risk.
MUST HAVE:
• 2 years prior capital markets work experience.
• Degree specializing in finance, risk management, or other quantitative discipline.
• Proficient in MS Excel.
• Strong quantitative background and experience producing analytical reports.
• Knowledge in data processing techniques and their application to management control information systems.
• Ability to prioritize multiple tasks and deliver results in a fast-paced environment.
NICE TO HAVE
1.) Knowledge of Basel III, FINRA 4210, and emerging regulations.
2.) CFA / FRM candidates preferred.
