Exposure monitoring of counterparty credit risk in securities financing transactions, OTC derivatives, and FX transactions.
Contribute to processes identifying leading indicators of emerging risks and support emerging risk analysis.
Contribute to the quantitative and qualitative analysis of counterparty risk and insights for risk mitigation including correlation risks such as wrong-way risk (general and specific), as well as on the credit quality of collateral, concentration, and liquidity risks.
Develop a strong relationship and interface frequently with Management, Credit, Banking, Front Office, and other key stakeholders on various CCR matters.
Support the development of reporting and analysis systems and business intelligence tools.
Contribute to Board, regulatory, and other key CCR reporting.
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