Overview
Analyse counterparty credit risk on FIS Adaptiv: PFE and EE exposure, CVA, real-time limits, breach workflows, netting and collateral set-up.
What you'll do
- Analyse counterparty credit exposure (PFE and EE)
- Define CVA and XVA requirements
- Monitor real-time limits, breach workflows and audit trails
- Set up collateral and netting
- Maintain counterparty hierarchies
- Map data from trading systems
- Write requirements and functional designs and support UAT
What you bring
- Hands-on Adaptiv or credit-risk systems experience
- Counterparty credit risk and exposure knowledge
- CVA and XVA understanding
- Limits and breach-management experience
- Trading-platform exposure such as Front Arena, Murex or Calypso
- Requirements analysis and UAT
- Stakeholder engagement across Risk, Front Office and Technology
You don't need every item on this list. If most of it fits, send your CV.
Nice to have
- SA-CCR and FRTB regulatory capital
- SIMM initial margin
- Basel IV and IFRS 9
- FRM, CFA or CA qualification