Full description

Good Communications skills with in-depth knowledge of Credit Risk Management especially counterparty credit risk.

Prior experience of leading a team of 15 BA & BSA to conduct structured data gathering, research and analysis.
Prior working experience of implementation of a risk aggregation system involving coordination with downstream source systems and upstream data need for the enterprise GRM Risk analysts.
Should have a very good understanding of Credit Risk exposures (PFE, CVA, ETD etc) and GL reconciliation (at ledger level).
Should have good understanding of Commercial loans, Securities, OTC, ETD’s & Repo products.
Understanding of Basel 3, Basel 2 and OSFI reporting requirements will be an added advantage.
Understanding of Moody’s Risk Origin and Risk Frontier will be an added advantage.
FRM, CFA designation will be an added advantage.

Good Communications skills with in-depth knowledge of Credit Risk Management especially counterparty credit risk.

Prior experience of leading a team of 15 BA & BSA to conduct structured data gathering, research and analysis.
Prior working experience of implementation of a risk aggregation system involving coordination with downstream source systems and upstream data need for the enterprise GRM Risk analysts.
Should have a very good understanding of Credit Risk exposures (PFE, CVA, ETD etc) and GL reconciliation (at ledger level).
Should have good understanding of Commercial loans, Securities, OTC, ETD’s & Repo products.
Understanding of Basel 3, Basel 2 and OSFI reporting requirements will be an added advantage.
Understanding of Moody’s Risk Origin and Risk Frontier will be an added advantage.
FRM, CFA designation will be an added advantage.