Risk Manager for Exposure Management in Counterparty Risk (m/f/diverse)

Welcome to the team:

Risk Manager for Exposure Management in Counterparty Risk (m/f/diverse)

• Function:Information Technology
• Location:Praha

Apply now: https://jobs.commerzbank.com/index.php?ac=application&jobad_id=50482
In Commerzbank Counterparty Risk Cluster provides efficient derivatives and financing business counterparty risk management. We utilize modern agile working methods to maximize our output to the costumer business. Our larger team is split into two sub teams one in Frankfurt and one in Prague, which collaborate together.
As a (Senior) Risk manager in Counterparty Risk Management you will be responsible to ensure a correct exposure calculation and reporting for Counterparty Risk Management, which fulfills the regulatory needs as well as the needs of (internal) customers. You will be main partner for Front office and Credit risk in terms of support in area of exposure in field of derivatives.

Your tasks

• Calculate exposures for all kinds of derivative & repo styled transactions for various reporting purposes
• Perform pre-deal analyses to ensure new trades will fit into given limits
• Support Front Office as well as Credit Officers regarding all exposure linked questions
• Identify optimization potential and address this to the relevant IT and methodology colleagues
• Support new product initiatives
• Ensure that internal and external standards are met, regarding regulatory issues, reporting, compliance, and auditing

Your profile

• Ideally studies of (financial) mathematics. Alternatively studies in Finance with a strong mathematical aspect or studies in a strong mathematical subject (i.e. physics)
• Several years of professional experience in derivative pricing
• Ideally experience in Counterparty Risk methodologies and principles
• Previous experience with working in international environment is appreciated
• Hands-on attitude and an open and pro-active communication (both with Front office and Back office)
• Strong collaboration skills and focus on delivering solutions
• Ability to provide strong problem-solving skills
• Capability to deliver reliable results under time pressure
• Strong communication skills in English - both verbal and written, as majority of communication is in English
• Knowledge of German language is appreciated but not required
• General technical skills (SQL, Excel, ideally basic knowledge of Python, VBA)

Our Benefits

• 30 days of vacation
• Employer-funded pension
• Flexible work
• working from home
• Employee conditions
• Digital learning
• Diversity
• Family & job friendly
• Friendly work environment
• Inspiring company culture
• Work-life balance

30 days of vacation; Employer-funded pension; Flexible work; working from home; Employee conditions; Digital learning; Diversity; Family & job friendly; Friendly work environment; Inspiring company culture; Work-life balance
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The company

In Commerzbank Digital Technology Centre Prague, we are transforming a traditional bank into a digital agile enterpirse! We are looking for thinkers with unconventional ideas and in return, we offer the freedom to create own job with own vision and wide range of benefits.
We are global company putting digitalization, happy customer, proud employees, simplification, and locations like Prague, all on the 1st place.

Contact

In case of interest, please apply via this jobportal.