Project Manager/Business Analyst (Counterparty Credit Risk)

Description de la mission

The role:
Liaise with stakeholders across the Risk and Technology teams, Counterparty Risk Management, Finance and Front Office business, and external Market Regulators to assemble business requirements and drive delivery for Counterparty Risk Technology projects.
Manage expectations of various stakeholder groups and help negotiate solutions to complex problems.
Project manage complex Counterparty Credit Risk projects end to end. Accurately record, maintain, and report Program/Project management tracking data such as milestones via Citi’s internal project tracking systems.
Help put together and manage detailed documentation covering Counterparty Risk calculations and other processing, to be used to discuss technology implementation details with the Business users and Market Regulators in various countries/regions.
Facilitate and drive project meetings with both business and technology teams.
Understand, analyse, and explain counterparty mark-to-future exposures on Derivatives books to users.
Investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems.
Ability to trace changes in day to day exposures to changes in markets, books and or legal agreements.
Where feasible develop excel prototypes to demonstrate and analyse risk calculations.
Key Skills and Experience:
Extensive experience in Business Analysis and Project Management. SDLC awareness.
7+ year’s experience in the Capital Markets domain.
Good understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps.
Excellent understanding of Counterparty Credit Risk (CCR)
Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk.
Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD.
Knowledge of Market Risk an advantage including Credit Value Adjustment (CVA).
Extensive project management experience, including co-ordination across remote global teams.
If you can answer yes to most of these questions do not hesitate and apply to this opportunity.
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