Credit Risk Senior Analyst, Investments Risk recruitment
This position will report to the Director, Credit Risk -Investments Risk, and will work with Quantitative, Credit, and IT Analysts in the design and maintenance of risk reporting tools needed to help manage and monitor investment performance, and ensure compliance with the relevant limits, procedures and investment policy guidelines.
RESPONSIBILITIES
• Development of credit risk reporting and surveillance tools
• Ensure compliance with issuer, asset and country risk limits
• Monitor issuer, asset and portfolio concentrations, and changes in risk exposures
• Monitor and assist in the integrity of data quality of reported risk exposures
• Partner with Corporate Risk counterparts in the collection and distribution of risk and monitoring reports to senior risk and business leaders
• Assist/keep abreast of related risk limit and reporting frameworks developed by the Corporate Risk and Asset Management teams, as well as best industry practices
• Assist in the development and monitoring of leading credit risk indicators
BASIC QUALIFICATIONS
• 7+ years of experience, working with fixed income risk reporting and monitoring, in an investment, trading or asset management risk function.
• Masters degree in finance or in a quantitative discipline (statistics, engineering, math)
• Demonstrated capability with risk reporting systems
• Familiarity with credit risk analysis
• Knowledge of investment products, strategies and markets
• Sound quantitative capabilities and demonstrated analytical skills
• Proficiency with Excel, PowerPoint, Virtual Basic Application
PREFERRED QUALIFICATIONS
• Insurance or buy-side experience
• Demonstrated expertise in fixed income instruments, including derivatives
Please post for job number INV13660 at our website