Job Title: Credit Analyst Specialist (intermediate) (MAX 4699)
Work location: Central
Duration: 12 months contract
No.ofRole: 1
Job Description
1. Job description
The team is responsible for establishing and maintaining a robust measurement and reporting process for counterparty credit risk across internal, regulatory and customer credit risks. The scope covers credit exposure from traded products arising from Investment Bank, Private Bank and Consumer businesses within the bank. Team collaborates widely with other functions such as Sales & Trading, Credit, Finance, Legal, Technology, Operations to ensure accurate and timely measurement of counterparty credit risk in Bank to achieve win-win outcomes and sustainable returns as a bank.
2. Responsibilities
a. User-Acceptance Testing of changes in system implementation of exposure quantification methodologies and related enhancements.
b. Haircut and Initial margin computation for various products.
c. Reporting, investigation, and analysis in multiple contexts e.g., measurement of methodology deficiencies in system, exposure profile change analysis, model performance monitoring etc.
d. Enhancement or creation of Business Intelligence / analytics tools for measurement, analysis, and reporting of credit exposures
e. Process / workflow improvement, automation, and data analytics via Excel, VBA, Bloomberg, Qlik etc.
f. Preparation of Reports / Presentations on material relating to internal credit exposure and related topics.
3. Requirements:
a. Bachelor’s/Master’s Degree in Business/Data Analytics/Finance/Quantitative Finance
b. Working experience ideally in an area covering traded products and/or counterparty credit risk
c. Knowledge of financial markets and products including derivatives
d. Possess effective oral and written communication skills with a strong desire to learn
e. Skilled in data analysis and programming e.g., VBA, Python, R, C#, Qlik, Tableau