Principal Risk Officer, Treasury Credit Risk Management

Tasks

• Analyze treasury counterparty credit risk
• Approve or recommend treasury credit decisions under delegated authority
• Assess product specific risk for OTC derivatives
• Conduct credit reviews for treasury counterparties
• Monitor limit exposures and breaches
• Negotiate GMRA master agreements
• Negotiate ISDA CSA documentation
• Perform portfolio and country risk analysis
• Provide mentoring and knowledge sharing
• Provide risk reporting to stakeholders
• Recommend risk mitigation measures and transaction structures
• Set and review counterparty limits
• Support stress testing and scenario analysis
• Update credit policy documents and procedures

Perks/Benefits

• N/A

Skills/Tech-stack

ABS | Bond Investments | CSA | Collateral | Counterparty risk | Credit Risk | Deposits) | Excel | Financial markets | GMRA | ISDA | Netting | OTC Derivatives | Power BI | PowerPoint | Repos | Risk appetite | Securitisation Risk | Securitization | Structured finance | Tableau | Treasury Products | VBA