Description
Credit Risk Analyst, Credit Risk, RWA, CDS, EPE, Data analysis, data, SQL, Credit Risk, Concentration risk, EPE, Credit Risk Analyst, Portfolio, Counterparty, Wholesale, Credit Risk Data Analyst
The project involves the analysis and reporting of the Bank's key credit risk concentration areas. The reporting is delivered to a very high profile audience and is subject to a high level of review and challenge.
Skills and Competencies:
Ability to work quickly, accurately and independently under pressure. Good IT Skills including advanced MS Excel and Access. Ability to work with large datasets (SAS knowledge preferable). High level understanding of full spectrum of products (banking and trading book, including retail and wholesale products) and how they give rise to credit risk. Strong communicator with ability to explain concepts and issues to a variety of different functions (eg credit officers, Middle Office, Finance officers and data/systems analysts).
Job Duties and Responsibilities:
Deliver high quality input and analysis into the Bank's Concentration Reporting, Board Reporting and External Risk disclosures. Develop ad-hoc Risk analysis for internal and external stakeholders. Support the integration of economic capital model outputs and stress testing into the portfolio analysis and risk concentration reporting. Developing and maintaining working relationships with stakeholders
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice.