Senior Vice President, Counterparty Credit Risk Manager
4 weeks ago
Citi is seeking a highly skilled and experienced Senior Vice President to join our Counterparty Credit Risk team in Singapore. As a key member of our risk management function, you will be responsible for designing and implementing the strategy and governance framework for Counterparty Credit Risk across Citi APAC.
Key Responsibilities:- Implement and operate the 2nd Line Counterparty Credit Risk and controls framework for Citi APAC.
- Direct the execution strategy for Pre-Settlement Exposure (PSE), Net Stress Exposure (NSE), and various CCR measurements standards across Citi APAC businesses.
- Design and enhance new and existing frameworks, related standards, and procedures for CCR risk management.
- Ensure CCR frameworks, practices, and policies are applied to all market products, including OTC Derivatives, Prime Brokerage, Futures, and OTC Clearing.
- Actively monitor CCR portfolio across business, risk stripes, and legal vehicles.
- Focus on early warning and proactive problem recognition based on market indicators and portfolio concentrations.
- Help 2nd line of defense Credit officers in pre-trade review, challenge, and what-if analysis for new complex derivatives activity.
- Support Head of APAC CCR for CCR risk management council and sub-councils on various CCR frameworks.
- Support APAC CCR head in regulatory interactions on the CCR portfolio.
- Minimum 10+ years of experience in a large Financial Institution in Counterparty Credit Risk.
- Strong understanding of Counterparty Credit Risk, including Exposure and Initial Margin models, Stress testing, Wrong-Way Risk, Clearing and Settlement Risk.
- Strong knowledge of Markets businesses and products across OTC, Prime Brokerage, Clearing, and Security Financing/Repo.
- Strong technical expertise of complex derivative structures and understanding of associated first-order/second-order risks.
- Broad understanding of current market and regulatory environment as applicable to Counterparty Credit Risk.
Citi is committed to supporting the growth and development of our employees. We offer a range of benefits, including extensive on-the-job training, exposure to senior leaders, and opportunities for career advancement.
As a Senior Vice President, Counterparty Credit Risk, you will have the opportunity to work with a talented team of professionals and contribute to the success of our organization.
Apply now to take the next step in your career and join Citi's team of risk management experts.
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Singapore Citi Full timeJob Title: Senior Vice President, Counterparty Credit Risk ExpertJob Summary:Citi is seeking a highly skilled Senior Vice President, Counterparty Credit Risk Expert to join our team in Singapore. As a key member of our Risk Management organization, you will be responsible for designing and implementing the strategy and governance framework for Counterparty...
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