USA Director, Credit Risk

Country: United States of America

Responsibilities

Responsible for evaluating quantitative and qualitative analysis of counterparty riskParticipate in due diligence efforts and managing counterparty credit risk to a global portfolio of Hedge Funds, Mortgage Originators, Financial Institutions, Asset Managers, and Private Equity FundsPrepare and approve client reviews, credit facilities, specific transactions, and exceptions within delegated credit authorityConduct ad hoc portfolio risk analysis of market and events and assess impact on counterpartsReview new and significant businesses or transactions to ensure proper risk controlsDevelopment the risk infrastructure for new businesses and contributing to the improvement of risk systems and toolsNegotiation of documentation, including MRA, MSFTA and FCMCollaborate with Operations and Margin Group to resolve credit-exposure related mattersMonitor counterparty credit exposure and credit utilizationEnsure the accuracy of key risk measurementsMaintain Credit Risk Policies and Procedures

Qualifications

Significant risk/risk-related counterparty credit work experience in banking/financial institutions with expertise in Commercial and Residential Mortgage Originators, alternative funds (hedge funds, private equity and Institutional family office)15+ years of experience in financial services and risk management requiredStrong understanding of the Repo Market and MBS marketsSound knowledge and understanding of Capital Markets, derivative products, structured lending and PFE calculationStrong understanding of a broad range of financial instruments/asset classes in particular treasuries, MBS, ABS, loans, cleared derivatives and structured productsProven ability to provide strong analysis of risk/return trade-offs associated with transactions and counterpartsAdvanced knowledge in risk identification, risk assessment, controls development and reportingDeveloping relationships with key stakeholders within the Broker and across the BankKnowledge and familiarity with SQL and VBA a plusBachelor's degree/University degree or equivalent experience

The base pay range for this position is posted below and represents the annualized salary range. For hourly positions (non-exempt), the annual range is based on a 40-hour work week. The exact compensation may vary based on skills, experience, training, licensure and certifications and location.

Base Pay Range

Minimum:

$142,500.00 USD

Maximum:

$250,000.00 USD