Associates, Counterparty Credit Risk
Core
Assess counterparty financial condition, measure exposures, and evaluate risks for securities financing and derivatives transactions, with a primary focus on pension funds.
Role type
Associate, Counterparty Credit Risk Analyst
Builds
Credit risk assessments, internal risk ratings, credit limits, and monitoring dashboards for mortgage REITs and broker-dealers.
Domain
Banking / Financial Services / Credit Risk
Deliverable
dashboards & analysis
Required skills
Credit risk analysis, financial modeling, sensitivity and scenario analysis, exposure measurement, regulatory reporting, data analysis and automation, Bloomberg Terminal usage, securities financing knowledge
Preferred skills
Experience with mortgage REITs, broker-dealers, clearing houses, and exchanges
Technologies
Bloomberg Terminal, Power Query, Excel (formulas, PivotTables, Macros)
Responsibilities
Conduct sector and counterparty reviews, assign internal risk ratings, recommend credit limits, monitor financials and exposures, provide advice on trade approvals, develop and maintain monitoring dashboards, assist with regulatory reporting
Seniority
Associate, entry-level to mid-level IC