Head of Counterparty Credit Risk

• Lead with risk modelling team to define or enhance PFE methodology for existing or new products
• Lead efforts to establish back testing framework and analysis of the results for any remediation actions
• Monitor CCR analytics for large DoD and MoM moves in PFE
• Analyze/validate exposures (PFE) for any limit triggers and credit limit breaches
• Perform credit limit sizing and define maximum tenor limits
• Analyze stress testing results and enhance existing stress testing framework
• Perform XVA analysis and present in committee meetings

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