Description
Credit Risk Analyst, reporting, credit risk, derivatives, pfe, analyst, risk, change, regulatory, credit risk, derivatives, portfolio reporting, Credit risk analyst
My client is a major Investment Bank who is looking for a Credit Risk Analyst to join their team for a 6 month renewable contract.
Duties:
The role is within the Credit Portfolio Reporting Team, which oversees monthly reporting. The team's reporting needs to respond to changes in the credit risk environment and incorporate exposures across the entire Investment Bank business. The role will focus on monitoring and reporting the Group's concentration frameworks, which include across sectors and products and will assist in the development and production of monthly trading book reports.
Work with the Head of Credit Portfolio Reporting to produce monthly MI credit portfolio. Focussing specifically on reporting of credit concentrations including sectors and products (both banking and trading book).
Must have:
Credit risk experience (trading book)
Strong analytical skills
Management of databases and data sourcing, interrogation & validation skills.
Good communication skills
Knowledge of SAS
- OBIEE (Oracle reporting)
- Understanding of Basel II concepts
If you have the above requirements then please apply.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.