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 Read more […]
Junior Quantitative Credit Risk Analyst, Investments Risk recruitment
This position will report to the Quantitative Credit Risk Team Leader and support the Investments Risk Team in the development of quantitative models to help manage and monitor the investment portfolio while providing support to Asset Management, Portfolio Management and other teams throughout the Investments organization.RESPONSIBILITIES• Ongoing evaluation of credit risk models and measurement systems for integration into fixed income investment strategies and capabilities• Support Asset Management and Risk Management counterparts in the application of Credit VaR and concentration analysis• Read more […]