Assistant Manager / Manager, Credit Risk Management, Risk
Key Areas of Responsibilities Review counterparty risk and keep counterparty risk is under the control Review and assess credit exposures deriving from OTC transactions Assist in review and negotiation of credit terms within Master agreements (i.e. ISDA, GMRA, GMSLA) Review and assign appropriate internal credit rating F amiliar with Prime Brokerage business, especially on the model of rule base margining , Portfolio Stress, Model calibration and v alidation for linear and...
- Risk Management
- Excel
- SQL