The Risk Data Management Team (RDMC) is responsible for validating and improving the integrity of data used in exposure calculations and coordinating with cross-corporate business units to resolve issues. RDMC also drives data management strategy for Risk and helps develop data architectures that are flexible and scalable to meet new regulatory requirements.
Role & Responsibilities:
- Perform data analysis and governance to detect and resolve risk data exceptions, improving the quality of counterparty exposures and capital
- Implement data quality processes/procedures to ensure accuracy of credit data
- Partner with business functions, including IT, to streamline, automate, and develop new tools for Credit Risk
- Manage project activities related to internal Credit Risk requirements as well as Regulatory requirements
- Provide capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT)
- Monitor, investigate, analyze, and resolve credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)
- Understand trade bookings and types to evaluate how exposures will feed into Credit Risk systems across metrics
- Conduct stress testing batch validation and provide supporting comments on the effects of scenarios and sensitivities on exposures
- Investigate, analyze, and resolve data integrity issues while developing an understanding of data architecture and data flow
- Manage limit & excess on products, counterparties, and countries, escalating discrepancies to senior management in a timely manner
- Work on regulatory reports for JFSA, PRA, FINRA, SEC, and provide senior management with a timely view on credit risk exposures
Mind Set:
Mandatory:
- Strong Excel and Microsoft Office skills, including SQL, Power BI
Desired:
- Credit Risk Management metrics knowledge
- Knowledge of Python, Business Objects, Alteryx
