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HR at Leading Investment Bank
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Analyst/Senior Analyst - Credit Risk - Middle Office - Investment Bank (1-5 yrs)
- Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data
- Partner with other business functions including IT to streamline, automate and develop new tools for Credit Risk Project related activities geared towards internal Credit Risk requirements as well as Regulatory requirements
- Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT)
- Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)
- Understand trade bookings and types to evaluate how exposures will feed and impact into Credit Risk systems across metric
- Conduct Stress Testing batch validation and provide supporting comments on the effects of scenarios & sensitivities on exposures
- Investigate, analyse and resolve data integrity issues and should be able to develop an understanding for data architecture and data flow
- Limit & Excess Management on Products / Counterparties / Countries and timely escalation on discrepancies to senior management
- Work on regulatory reports for JFSA / PRA / FINRA / SEC and to provide senior management with a view on the credit risk exposures on timely basis
REQUIREMENTS :
- Good understanding of Financial Products for E.g. Derivatives, SFT, etc.
- Knowledge of different exposure measures such as MTM / PE / EPE / Limit & Excess Management
- Advanced skills in PowerPoint and Excel together with basic SQL and Python (Object Oriented programing)
- Self-motivated, logical thinking, good interpersonal skills and demonstrate ability to form successful working relationships
- Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales.
- Understanding of Economic & Regulatory capital
- Organisational skills, multi-tasking and detail oriented
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