Senior Market Risk Specialist - Traded Products Counterparty Credit Capital
Current• Oversee counterparty credit capital calculation and monitoring for all bank traded Securitized Financing Transactions (SFTs), including Repo, Security Lend/Borrow, and Margin Loans• Liaison with trading desks as SME on exposure at default and risk-weighted asset drivers in capital optimization efforts, primarily supporting the Equities Prime Brokerage/Stockloan, Global Secured Trading, and Markets Funding lines of business.• Responsible for SFT submission and subsequent variance analysis on impacted Regulatory Reporting schedules, including Y-15, Y-9C, and FFIEC-101 • Support FX derivatives trading book in EAD monitoring and reporting via SA-CCR methodology calculations• Responsible for Single Counterparty Credit Limit reporting and data validation/integrity, delivered on a daily basis to the bank’s Enterprise Risk Aggregation team.