• Analyze and represent RISK GM in the decisionprocess on complex I structured transaction, in particular:
Those part of "convergence" areas: securitisation and structured credit vehicles (both credit analysis and delegation), asset financing (structured repo, equity financing... ), underwriting/commitment committees...
Those intermingling credit and market risk in some way (e.g. where there is a strong correlation between counterparty risk and underlying market risk)
Those requiring understanding of legal aspects and environment, documentation issues, complex collateral, suitability issues...
• Follow up of these transactions when they require specific analysisand decisions during their life
RISK Global MarketsAPAC
eg warehouses, liquidity lines...
• Represent RISK GM in all Validation and Approval committees (Transaction, New Activity, Underwriting)
Refer to creditofficers (R12S and RISK Corporates) for credit limits
Refer to Market Risk GBLs for Model I valuation I booking issues, contribution to portfolio risk profile...
Responsible for the governance, and for selecting, prioritizing, planning, & validating Frameworks for RISK GM.
Secondary Responsibilities I Contribute to:
• Analysis as requiredby RI2S HF team on their transactions
• Risk system representation of specific transactions
• Analysis and review of transaction types present in portfolios
• Valuation methodologies of complex collateral and back-to-back transactions
Professional Qualifications I Candidate Profile
Education: Master's level in Finance or Economics or Engineering
Experience: 2- to 5-year experienced analyst in Risk Management, in particularon counterparty risk and market risk field
Essential Technical Knowledge/Skills :
Analytical skills, independent and detail oriented
Organised, efficient and self-motivating
Good interpersonal skills, able to deal efficiently and effectively with front office staff
Team-player withcommon sense
Working under pressureand deliver the task I project completed on time
Knowledge of Risk Navigator and MRX a plus.
Requirement and Competencies:
- apply the relevantRisk policies and procedures when appropriate.
- recognize when a request requires a specific transaction approval or new product review
- conversant in the analyticalmethodologies applied by banks to quantify counterparty credit risks and marketrisk associated with derivative.
- proactively assist businesslines with structured transactions to ensure that all risks are identified and to proposeappropriate risk mitigationtechniques if requiredor deemed necessary.
- establish and maintain strong communications lines with front line businesses and other risk
RISK Global MarketsAPAC
management teams, as well as other functions ( Legal, Compliance, Middle Office,Collateral
Management, Finance, Tax…)