Senior Counterparty Credit Risk Business Analyst
We are seeking a highly experienced and skilled Senior Counterparty Credit Risk Business Analyst to join our team. The successful candidate will have deep expertise in risk models, FRTB, and asset classes including MM, Fixed Income, FX, and IR Derivatives.
* The role involves leading enhancements and optimizations in the bank's platform which manages counterparty credit risk, CVA.
* Responsibilities include participating in functional testing and parallel run activities to test Mark to market differences and trade completeness between front office and risk systems.
Mandatory Skills
1. □ 8+ years of experience as a Market Risk / Counterparty credit risk BA
2. □ Deep expertise in Risk Models, FRTB & Asset Classes Including MM & Fixed Income & FX And IR Derivatives
3. □ Excellent Understanding On Pricing Derivatives And Option Products Configuring Market Data Curves
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