Credit Risk Analyst
Vacancy expired!
Experience of Credit Risk and Product Control/Liquidity Risk We are looking for credit analyst with a few years under their belt, analyzing financial statements on financial institutions, preparing credit write-ups, as well as working with credit reporting (strong excel skill is a MUST, programming is not necessary). Job duties:
- Automate country risk report generation by filtering, merging, looking up and pivot data, and reconcile with accounting reducing reporting time by 50%
- Collaborate with teams in counterparty PD (probability of default) model data collection, data assessment and user testing
- Assist in risk model backtesting and stress testing
- Help the development team build data warehouse
- Perform fixed income and equity haircut and tenor exception UAT, and then capture exception on daily basis
- Aggregate daily repurchase amount of each hedge fund and broker-dealer using pivot table, to help set trade limit in Python
- Analyze counterparty credit risk by reviewing financial statement, risk management and regulatory history
- Plot and analyze counterparty financing trends by product types
- Assist operational risk team in completing risk and residual risk score card
- Ensure all reports and data feeds needed for reports are delivered