AVP - Credit Risk Trade Analysis - Investment Banking

JOB DESCRIPTION:

An exciting opportunity to join the Trade Analysis Team within CRM. The team is responsible for pre- and post-trade analysis. Pre trade analysis involves the calculation of exposure on live trades, prior to approval by Credit Risk Management (CRM). The exposures are used to determine credit charges and to understand the impact of new trades on regulatory capital.

As a Credit Risk Trade Analyst, you will enjoy a key role within the team, duties will include:

Calculating live trade credit risk across all markets (FX, rates, equities, fixed income, commodities, etc.) and financial products (loans, derivatives)

Checking for any discrepancy between pre and post trade analysis

Maintain database of exposure corrections across portfolios on a regular basis

Communicating with CRM and FO to explain credit risk issues and the need for potential ad-hoc enhancements

Access requirement and Test any future upgrades to pre execution tools

Performing ad-hoc analysis

The new hire should be able to communicate the risks of a trade or a portfolio in a clear and concise manner (both written and orally). Key clients of the Trade Analysis team are Credit Risk Management (CRM) and the Front Office. We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.

Interested candidates must be able to demonstrate the following qualifications and competencies:

Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience

Bachelors- or Master's degree in quantitative or relevant discipline preferred

Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage

Ability to work well under stress and tight timelines with a minimum amount of supervision

Strong communication skills with the ability to express complex financial instruments in simple terms