- Provide traded credit risk input and sign off on derivatives related credit proposals
- Provide risk coverage of Global Markets activities of responsible product areas
- Provided advice to the Commodity Front Office on the marginal impacts on Market Risk VaR due to using different types of derivative trades.
- Knowledge of new structure products and capital calculation methodology in SABRE (New Booking System)
- Market risk management: (VaR models, Expected shortfall, Scenario analysis, Stress testing,CRDIV) Counterparty credit risk (Potential Future Exposure, Expected Positives)
- Ensure that these positions are escalated to the right level of management
- Strong understanding in the Global Markets products, particularly in financial derivatives.
- Deep knowledge of counterparty exposure measurement principles.
- Degree/Masters in Finance, Risk management or relevant quantitative discipline
Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.