Professional – Counterparty Risk Management
Tasks
- Coordinate user acceptance testing
- Execute model change management
- Maintain counterparty exposure models
- Measure counterparty credit risk exposure
- Monitor counterparty exposure within approved limits
- Perform internal stress testing
- Perform regulatory stress testing
- Support regulatory capital calculations
Perks/Benefits
- N/A
Skills/Tech-stack
Artificial Intelligence | Change Management | Counterparty Credit Risk | Credit Risk | Deterministic Modeling | Excel | Model change management | Python | Regulatory Capital | Risk Modeling | SQL | Stochastic Modeling | Stress Test | Stress Test Reporting | Stress Testing | Test reporting
Education
N/A
Roles
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