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Manager - Credit Risk Analysis

Job Description

Job Description:

The responsibilities of this position are as follows: 

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

- Communicating with internal teams the credit risk issues, and working on building enhancements to cover any risk gaps

- Experience working on Basel II guidelines and working knowledge of BASEL III guidelines

- Work on modeling of PD, EAD and LGD that apply to the credit life cycle

- Handling a team of 10 people with regards to projects, escalations and career development planning

Skills Required:         

- Minimum 7 years of experience in the risk space, with minimum 5 years in Credit risk management

- Prior experience of quantitative credit risk and derivatives products is a must, with sound banking knowledge

- Advanced degree from top tier university in a quantitative subject like Mathematics, Statistics, Economics or Finance. FRM & CFA candidates are preferred

- Knowledge of Access/Excel and some programming skills like VBA, C++, etc, is an advantage

- Should have strong communication skills, both written and oral as this team works closely with various stakeholders (internal and external)