s a credit risk analyst, you should be:
Expert in 1 or more of the following:
- Credit Risk Modelling with:
- BASEL
- IFRS9
- CCAR
- Structural Models
- Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management.
- Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA.
- Able to do credit evaluations of counter parties for financial/non-financial institutions
- Carry out financial qualification of service providers for new assignments and new projects
- Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings.
- Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Companys risk methodologies and systems.
- Maintain approved credit limits and ratings in credit database.
- Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks.
- Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure.
- Review policies, procedures, and align risk policies across the Group
- Assist in the consolidation and preparation of reports for top management
Having achieved the trust of our clients, Spectrum, as a recruitment consultancy, is known for its in-depth industry knowledge, expertise, established networks, and lasting ties. Our team receives regular training to stay abreast of technology and market trends.
Built on a foundation of quality, we present you with exceptional resumes, maintaining a 10:1 ratio of resumes to offers. Our commitment to understanding your needs extends beyond the job description. We collaborate with hiring managers to ensure a perfect match and find solutions that suit your needs.