Associates, Counterparty Credit Risk
About The Position
Perform credit risk analysis by assessing counterparties’ financial condition, measuring settlement and pre-settlement exposures, and evaluating risks related to securities financing and other trading products. Work with the Counterparty Credit Risk team to assess the financial strength of financial counterparties including banks and asset managers with a primary focus on pension funds. Conduct sector and counterparty reviews, assign internal risk ratings, and recommend credit limits. Monitor financials and exposures including performing sensitivity analyses. Analyze and interpret risk measurements for securities financing and derivatives transactions. Provide advice on trade approvals and ad-hoc transactions. Support senior credit officers with mortgage REITs, broker-dealers, clearing houses, and exchanges. Develop and maintain dashboards to monitor mortgage REIT and broker-dealer financials, ratings, limits, exposures, key metrics, and trends. Use Bloomberg Terminal to track market sentiment, price movements, and market indicators. Maintain portfolio tracking dashboards and prepare presentation materials by consolidating datasets with Power Query, generating reports and visualizations, and analyzing portfolio trends across exposures, concentrations, capital metrics, sectors, products, and credit risks. Apply knowledge of Agency Lending business analysis, compliance requirements, applicable regulations, and operational procedures to support Agency Lending activities, including stakeholder coordination and management of principal processes such as onboarding and offboarding, assigning principal ratings, and monitoring principals. Assist with U.S. regulatory reporting requirements and related projects.
Requirements
- Master’s degree or foreign equivalent in Accounting, Finance, or Economics
- minimum 2 years of banking experience working with credit risk management.
- performing credit risk analysis, assigning risk ratings, and recommending credit limits
- analyzing counterparties including financial institutions, NBFIs, or corporates, and transaction summaries
- financial market products including loans, derivatives, and securities
- conducting sensitivity and scenario analyses on financial or credit metrics
- performing credit research and financial modeling for projections
- monitoring credit portfolios including exposure measurement, credit metrics, and key risks and mitigants
- data analysis and automation using Excel formulas, PivotTables, and Macros
- utilizing Bloomberg Terminal for analytics
- securities financing or related funding or credit approval processes
- U.S. or international regulatory frameworks and reporting requirements.
Responsibilities
- Perform credit risk analysis by assessing counterparties’ financial condition, measuring settlement and pre-settlement exposures, and evaluating risks related to securities financing and other trading products.
- Assess the financial strength of financial counterparties including banks and asset managers with a primary focus on pension funds.
- Conduct sector and counterparty reviews, assign internal risk ratings, and recommend credit limits.
- Monitor financials and exposures including performing sensitivity analyses.
- Analyze and interpret risk measurements for securities financing and derivatives transactions.
- Provide advice on trade approvals and ad-hoc transactions.
- Support senior credit officers with mortgage REITs, broker-dealers, clearing houses, and exchanges.
- Develop and maintain dashboards to monitor mortgage REIT and broker-dealer financials, ratings, limits, exposures, key metrics, and trends.
- Use Bloomberg Terminal to track market sentiment, price movements, and market indicators.
- Maintain portfolio tracking dashboards and prepare presentation materials by consolidating datasets with Power Query, generating reports and visualizations, and analyzing portfolio trends across exposures, concentrations, capital metrics, sectors, products, and credit risks.
- Apply knowledge of Agency Lending business analysis, compliance requirements, applicable regulations, and operational procedures to support Agency Lending activities, including stakeholder coordination and management of principal processes such as onboarding and offboarding, assigning principal ratings, and monitoring principals.
- Assist with U.S. regulatory reporting requirements and related projects.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
