The Exposure Management Group (EMG) is a core function within the Credit Risk Management department that sits between Risk Management and the front office. EMG’s responsibility is to perform trade and portfolio analysis and to optimize the utilization of credit risk within the limits set by credit officers

Role:

- Be a part of EMG’s senior management team
- Ensure timely delivery of EMG global projects/initiatives by maintaining an overview of project goals, timelines & resources.
- Ensure consistency between projects and facilitate efficient use of resources globally
- Report to senior management the risk results related to EMG’s key initiatives
- Perform stress testing of the derivatives portfolio for both internal purposes and also to meet regulatory requirements
- Ensure EMG's full compliance with all regulatory and credit policy requirements, including (but not limited to) those related to stress testing of the bank's derivatives and portfolios
- Active involvement with other senior members in Exposure Management and other groups on credit risk methodology development
- Ability to represent EMG in discussions with Credit Risk Management, Auditors, and Regulators

Ideal Candidate

- Several years experience in Exposure Management type role
- Strong project management skills
- Strong mathematical skills, derivative product knowledge, and risk concepts
- Experienced in risk methodology development for financial products
- Excellent interpersonal and analytical skills & a team player

Keywords: Credit Risk, Risk, VP, Management, Officer, Exposure, Counterparty, Stress Testing, Derivatives, regulatory, Auditors, Methodology, Analyst London, UK, Director, Head, Governance

Please send all enquiries to risk@selbyjennings.com