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Voir les 22 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Exposure Management Credit Analyst-VP Level-Credit Risk-New York
Salary: Competitive
A top German Bank is seeking to find two credit analysts within Exposure Management, for their American team.
The Exposure Management team is tasked with the quantification of risk of derivatives portfolios across all products that the Bank trades and all clients with which it trades. This includes both live trade analysis for collateral or limit requirements as well as determining the risk of existing portfolios.
The Role:
-Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm - fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
-Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
-Participate in discussions of risk mitigation for structured transactions.
-Active involvement with other members in Exposure Management and other groups on methodology development.
Ideal Candidate:
-Several years experience in a similar role
-Solid mathematical skills including probability and statistics
-Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts
-Excellent interpersonal and analytical skills & a team player
-Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences
-Understanding of various pricing models
Please send enquiries by email
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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