Job #: 2254
Title: Exposure Management
Prepare summary application using application provided by Risk Management Office to obtain approval to establish/renew credit limit for derivatives transactions.
Input and maintain Credit related data in proprietary MCM systems.
Responsible for running end of day credit process and reporting excesses.
Prepare daily, weekly and monthly reports using spreadsheets and analyze results.
Liaison regarding business and issues.
Serve as main “help desk” contact for trades with regards to ACBD1 (Japanese Corporate) customers.
Prepare BIS Risk Capital reporting for counterparty risk exposure.
Support team members with respect to daily Exposure management responsibilities, including limits management and collateral dispute monitoring.
Filing, arranging reports and any other duties
Hours: 9am to 6:30pm on average
Undergraduate Degree in Finance/Accounting/Business
1-2 years experience in similar role
Some experience in capital markets as a professional in credit risk is preferred. OTC derivatives product knowledge preferred
Basic knowledge of ISDA /CSA
Basic knowledge of Basel (BIS) Risk Capital framework.
Spreadsheet skills (macro, VBA) as well as database skills preferred
Excellent written skills and good analytical skills
Good attention to detail, organizational and interpersonal skills and the ability to follow-up
Fluent in both English and Japanese required