USA Director, Counterparty Credit Risk

Responsibilities

• Responsible for evaluating quantitative and qualitative analysis of counterparty risk
• Participate 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 Funds
• Prepare and approve client reviews, credit facilities, specific transactions, and exceptions within delegated credit authority
• Conduct ad hoc portfolio risk analysis of market and events and assess impact on counterparts
• Review new and significant businesses or transactions to ensure proper risk controls

• Development the risk infrastructure for new businesses and contributing to the improvement of risk systems and tools
• Negotiation of documentation, including MRA, MSFTA and FCM
• Collaborate with Operations and Margin Group to resolve credit-exposure related matters
• Monitor counterparty credit exposure and credit utilization
• Ensure the accuracy of key risk measurements
• Maintain 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 required
• Strong understanding of the Repo Market and MBS markets
• Sound knowledge and understanding of Capital Markets, derivative products, structured lending and PFE calculation
• Strong understanding of a broad range of financial instruments/asset classes in particular treasuries, MBS, ABS, loans, cleared derivatives and structured products
• Proven ability to provide strong analysis of risk/return trade-offs associated with transactions and counterparts
• Advanced knowledge in risk identification, risk assessment, controls development and reporting
• Developing relationships with key stakeholders within the Broker and across the Bank
• Knowledge and familiarity with SQL and VBA a plus
• Bachelor's degree/University degree or equivalent experience

Primary Location: New York, NY, Madison Ave Corp

Other Locations: New York-New York

Organization: Santander US Capital Markets LLC