The Tools & Reporting Systems Head must understand key External Third Party Risk Management metrics, data sources driving those metrics, present reporting methodology, and future-state goals/requirements.
In this role, you will be research and develop Linux/C++ based counterparty credit exposure simulation and pricing models for OTC derivatives, covering all major asset types (EQ, IR/FX, Credit, Commodity)
In this role, the selected candidate will be responsible for conducting root-cause analyses on QC review results to recommend remedial or follow-up actions to Risk Process Managers and Team Leads; assisting with the development and reporting of QC review metrics for distribution to Risk Process Managers, Team Leads, analysts and other designated personnel.
The successful candidate will directly lead in managing and developing newly formed initiatives, with implications for the entire Firm. As such, the role entails top-level exposure across all of the Firms businesses and offers the opportunity for the successful candidate to be proactively involved in the genesis of their own department and work streams.