Counterparty Risk Exposure Management

This role is an excellent opportunity for a credit risk professional to join a globally connected team managing counterparty exposure across derivative and structured finance transactions. The position offers a blend of quantitative analysis, automation projects, and regulatory involvement.

Client Details

Our client is a global financial institution with a highly integrated risk management function. The Tokyo-based team manages regional counterparty risk while playing a key role in global coordination, regulatory response, and exposure control standardization.

Description

• Monitor derivative-related exposures and identify key drivers of changes.
• Conduct pre-trade exposure analysis for new transactions.
• Calculate and report credit risk metrics and appropriate collateral levels.
• Collaborate with global credit, market risk, and front office teams.
• Monitor concentration risk and liquidity of collateralized portfolios.
• Participate in automation and standardization of exposure measurement.
• Support regulatory projects and cross-functional global initiatives.

Job Offer

• Key role in a globally connected credit risk team.
• Exposure to derivatives, regulation, and pre-trade strategy.
• High-impact projects in automation and model enhancement.
• Collaborative, international working culture with learning support.

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Carl Iso +818046764473.

• Experience in market risk, credit risk or front-office financial product risk roles.
• Knowledge of derivatives and credit risk metrics.
• Programming experience with VBA and/or Python preferred.
• Strong attention to detail and analytical mindset.
• English communication skills for global coordination.
• Strong teamwork and interpersonal skills.

Preferred Qualifications:

• Advanced degree (Master's/PhD) in quantitative fields.
• Hands-on experience in credit exposure modeling or Basel III knowledge.