Yoh

Project Manager 4 (IBOR)

Source: Xpatjobs

IBOR (Interbank Offered Rate)LIBOR (London Interbank Offered Rate)Job Description:Work in the CRO L(IBOR) team part of (L)IBOR Benchmark Credit Risk Infrastructure and Business Process ProgramKey Responsibilities:Provide the coordination support for the development and roll-out of LIBOR model changes for regulatory IMM models used for Credit ExposureSupport the generation of the Impact Analysis (Default and CVA RWA) for the above mentioned changes and across regulators (FINMA / PRA / BoS)Support the regulatory submission process of the above mentioned model changes with FINMA / PRA / BoSOverview of department/team:Role will sit within CRCO Change with a dotted line responsibility to (L)IBOR Benchmark Transition Program founded by this ProgramChallenges contractor will be facing in role:(L)IBOR Benchmark Transition Program High visibility, reputational risk Stakeholders of high levels of seniority Coordination across multiple senior Credit Risk QAT stakeholders and IT

3 days ago



New york, Ny

Yoh

Full Time

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