Assistant Manager, Treasury Credit Risk

The Role
The job holder is responsible for working as part of specialist functional team responsible for Treasury Credit Risk. Treasury Credit Risk is primarily engaged in credit risk governance and monitoring of transactions associated with Global Markets and Trading Unit.
Main Tasks:

-    Assist with development & implementation of Treasury Credit Risk Management framework (covering all treasury products including Repo, FX and Derivatives, Issuer Risk, Settlement Risk etc.)
-    Help develop Credit and Group Risk Committee notes required for better risk management
-    Work with IT/BO and FO stakeholders to ensure all data aspects associated with Client Appropriateness and Suitability or Product Appropriateness and Suitability are properly captured in treasury s stems and reports
-    Assist with development & implementation of an updated Counterparty Credit Risk Methodology for key CCR parameters (PFE and EE)
-    As part of methodology update, work with all key stakeholders (GCD/FO and MO) to setup a governance framework around exposure computation and other CCR methodology aspects
-    Work with MTCR team to ensure periodic methodology parameter updates are performed effectively
-    Work with MTCR team to ensure impact analysis and other ad-hoc analysis is presented and discussed with all stakeholders prior to significant parameter changes
-    Assist in development of Product and Models approval framework to capture all key aspects associated with GM&T enabled products and risk models
-    Assist with ensuring appropriateness of MTCR methodology, models & parameters to the business and/or asset class.
-    Help develop, implement, and document the methodology, models & parameters validation, monitoring and maintenance framework for market & Treasury Credit Risk.
-    Participate in design, testing and implementation of system enhancements requiring Treasury Credit Risk engagement towards enhancing existing systems, processes and controls.
-    Work with all stakeholders on all treasury related projects including new product setup, new methodology setup, system upgrades etc
-    Work with IT on preparation and review of BRD and FSD associated with all new project initiatives
-    Work with IT to implement the updated PFE methodology in system and ensure all system development requirements are captured for successful rollout of PFE methodology
-    Work with IT to ensure successful rollout of all Post Go Live Issues with ERS
-    Ensure that the unit's deliverables towards project/milestones deadlines are met within a framework of good governance controls requirements and with proper project management practices,
-    Participate in Project Working Groups as called for as a key stakeholder.
-    Develop tools for in house portfolio analytics from TCR perspective. Help in identification of key concentration risks, jump risk and any other ad hoc analysis required as per market movements
-    Help the team identify counterparty credit risks in various business/asset classes to all counterparties and build appropriate risk measures to assess the identified risk.
-    Help in the review and approval of new product, business proposals from an Treasury Credit Risk perspective

Requirements
Key Requirement:

-    Over 3 years relevant experience in large international banking organizations or other financial institutions like Brokerage House or Investment Banks Good analytical capabilities. Good grasp of financial mathematics, products and markets.
-    Strong Asset class Knowledge: All approved asset classes that the Global Markets and Treasury deals in, such as FX, Fixed Income, Rates Commodities, Credit, Precious Metals etc.
-    Experience of working in a fast paced trading floor environment and having dealt with Trading, Sales, Structuring and Credit functions
-    Graduate qualifications in Business, Finance, Engineering, Mathematics, Economics, Statistics or a related quantitative field of study. CFA/FRM desirable.

About the Company
New Sourcing International (NSI) / Bluefin Talent have partnered so to offer a specialized recruitment solution within the Consulting and Financial services domains.

Working together as a specialist search and selection agency, we concentrate on blue chip financial services and strategy / technology consulting organizations across Europe and the Middle East; focusing exclusively on Financial Services, IT and Risk. Being niche allows us to offer a premium search service, tailored to overcome the technically challenging nature of recruitment for the specialist functions that we work.

We are dedicated to representing best of breed candidates in the region in our dedicated fields of employment. As such we are a leading outfit for placing ex-pats and internationally educated students in the region.

Our biggest unique selling point, is that we are steered by a dedicated team of ex-financial services and industry professionals. This allows us to offer a level of candidate pre-screening for roles, which is largely anomalous to the recruitment profession. Our ability to bridge the technical knowledge gap typical recruiters encounter, coupled with a thorough delivery process allows us to drive consistently superior results for our clients sourcing requirements. Designed to provide a fast and efficient turnaround, we minimize the use of internal resources our clients spend vetting inadequate profiles, allowing them to quickly get back to focusing on their strategic goals.

Our strength lies not only in the specialist nature of our firm, but also in the commitment we show towards our clients and candidates. We endeavour to build long-term relationships and recognise the crucial nature of communication throughout the recruitment process. Excellence, integrity, respect and transparency are cornerstone to the culture we promote.