Job Description
**Team/Role Overview**
The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE- Potential Future Exposure, NSE - Net Stress Exposure, FS- Factor Sensitivities) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements. Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products.
**What you’ll do**
+ Proactive identification of potential issues in credit risk exposure calculations (NSE/P...
The team is comprised of risk professionals with subject matter expertise of the key attributes that are critical for effective exposure calculations (PSE- Potential Future Exposure, NSE - Net Stress Exposure, FS- Factor Sensitivities) on Derivatives (OTC) and Securities (SFT) products. This includes knowledge of systems, exposure calculations, transaction data and market data. The proactive identification and improvement of Risk data quality through analysis of key risk inputs and exposure measurements. Perform risk data quality analysis and address potential risk process and exposure calculation improvements across multiple businesses: Risk Management, IT, Finance, Front Office etc. specializing in Over-The-Counter Traded Derivatives (OTC), Securities Finance Transactions (SFT) and Exchange, Traded Derivatives (ETDs) products.
**What you’ll do**
+ Proactive identification of potential issues in credit risk exposure calculations (NSE/P...
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