Quantitative Credit Risk & Private Credit Analytics
Core
Operate quantitative risk monitoring workflows and serve as a subject matter expert on rating agency scorecard methodologies for private credit portfolios.
Role type
Quantitative Private Credit Risk Analyst
Builds
Early Warning Systems, downgrade prediction models, and rating agency scorecard applications for private credit strategies.
Domain
Private Credit / Structured Credit / Asset Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative credit risk modelling, private credit instruments knowledge, rating agency scorecard methodologies, SQL, financial statement analysis
Preferred skills
insurance solutions experience, middle office functions experience
Technologies
SQL, Microsoft Excel
Responsibilities
Lead operational running of Early Warning System (EWS) model, co-own rated note downgrade risk monitoring processes, coordinate with Investment Management and middle office functions, conduct research into single obligor downgrade prediction, apply ratings frameworks to private credit portfolios, execute ad hoc analytical initiatives.
Seniority
Mid-Senior, hands-on IC