- Quantitative credit modelling and validation to support various product suite.
- Perform counterparty credit risk due diligence reviews and credit (rating) scoring, and recommend appropriate credit limit
- Implement and maintain credit risk analytic model for management of credit risks
- Analyze trends, review economic & industry factors, and work with business to make recommendations on risk appetite
- Stress testing, VaR, and risk sensitivities experience across asset classes.
- Bachelor degree Quantitative Finance/Business Administration/Accountancy
- 5+ years’ experience in the area of Counterparty Credit Risk, Market Risk or Risk Monitoring.
- Understanding of wholesale products, at this point the focus is on fixed income, equities, FX and commodities.
- Technical skill set, including databases and programming, preferably Python
EA Licence No. 16S7973
EA Reg No. R1105334