CCR Analytics – Develop CCR Stress Testing Framework and Margin Sufficiency Analytics to strengthen Counterparty Credit Risk Management.
Support the Enterprise Stress Testing team in developing a dynamic approach to assess risks associated with market or geopolitical developments.
Collaborate with Credit Officers to ensure they fully understand portfolio risks and support the development of a tail-risk library for global Margin/Haircut framework for SFT and OTC businesses.
Contribute to margin sufficiency assessments and provide independent analysis to evaluate margin requests.
Work closely with TFRM market risk officers to incorporate their expertise into CCR oversight activites.
CCR Analytics Tools/Dashboards – Develop interactive, user-friendly and efficient CCR Analytical Power BI Tools/Dashboards. Maintain and enhance the tools based on user feedback...