Credit Risk Senior Reporting Analyst 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
4-8 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 