Job Summary Assist in building out the Counterparty Credit Risk (CCR) Management program to align with SR 11-10... Adjustment, Counterparty Close out, etc. Assesses impact of activities on counterparty credit risk and incorporate new products...
governance meetings for the Capital Markets Risk Management teams spanning Trading Market Risk, Counterparty Credit Risk, Profit... for calculating and reporting daily risk levels (Value-at-Risk ‘VaR’, Greeks, stress tests, Potential Future Exposure ‘PFE’, Credit...