Job Description

This role is an excellent opportunity for a credit risk professional to join a globally connected team managing counterparty exposure across derivative and structured finance transactions. The position offers a blend of quantitative analysis, automation projects, and regulatory involvement.

Description

* Monitor derivative-related exposures and identify key drivers of changes.
* Conduct pre-trade exposure analysis for new transactions.
* Calculate and report credit risk metrics and appropriate collateral levels.
* Collaborate with global credit, market risk, and front office teams.
* Monitor concentration risk and liquidity of collateralized portfolios.
* Participate in automation and standardization of exposure measurement.
* Support regulatory projects and cross-functional global initiatives.

Profile

* Experience in market risk, credit risk or front-office financial product risk roles.
* Knowledge of derivatives and credit risk metrics.
* Programming experience with VBA and/or Python preferred.
* Strong attention to detail and analytical mindset.
* English communication skills for global coordination.
* Strong teamwork and interpersonal skills.

Preferred Qualifications:

* Advanced degree (Master's/PhD) in quantitative fields.
* Hands-on experience in credit exposure modeling or Basel III knowledge.

Job Offer

* Key role in a globally connected credit risk team.
* Exposure to derivatives, regulation, and pre-trade strategy.
* High-impact projects in automation and model enhancement.
* Collaborative, international working culture with learning support.

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Carl Iso +818046764473.

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