Analyst/Senior Analyst - Credit Risk Management - BFS

- Carry-out credit reviews of Counterparties within the US Financial Institutions portfolio which includes Banks, Brokers, Insurers, Reits, etc.,

- Write credit analysis/ reviews and recommend credit rating to senior members for approval

- Perform sector and peer reviews at appropriate frequency

- Monitor the performance of Counterparties and conduct semi-annual/annual reviews

- Closely monitor developments related to regulatory, Industry, Counterparty events, track external ratings changes and prepare update notes on the same

- Participate in adhoc projects related to regulatory developments, sector notes, scorecards etc.

- 2 to 4 years- experience in writing credit rating reviews on Financial institutions (Banks and/or Insurance companies)

- Professional degree holders such as CAs (1st attempt), or MBAs from reputed institutes

- Proficiency in MS Office

- Writing report

- Analysis of financial institution -Banks or insurance company

Target : Peer banks and Indian banks as well

Credit Risk Analytics develops the quantitative methodologies used to measure counterparty credit risk; provides analyses and consultation on credit risk quantification, participates in global efforts on modelling credit risk exposure.

This team is responsible for enhancement and methodological support of PRISM (global counterparty credit exposure measurement system) to accommodate new business needs and maintain regulatory compliance to - IMM approval- from UK-PRA and J-FSA. Support business/risk managers for live complex structured derivatives transactions

Work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models