Credit Risk Analyst - Bank

Job Opportunity For Leading Financial Bank for Credit Risk Analyst

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 the 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 toward 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, analyze, and resolve data integrity issues and should be able to develop an understanding of data architecture and data flow

- Limit & Excess Management on Products / Counterparties / Countries in and timely escalation on discrepancies to senior management

- Work on regulatory reports for JFSA / PRA / FINRA / SEC and provide senior management with a view on the credit risk exposures on a timely basis