For clarity the role they are looking to fill is a Investment Credit Risk Analyst where you would work alongside the Investments team to provide additional insight on potential investments, developing credit risk analytics for various investment strategies, developing hedging strategies, as well as enhancing the credit risk framework, preparing quarterly risk reviews, and overseeing the entire asset management's credit risk framework.
Responsibilities:
- Provide oversight and actively participate in the companies credit risk management workstreams
- Develop credit risk models
- Monitor the credit risk framework for the entire asset management company
- Prepare ad hoc requests
- Assist in further building out of their internal capital framework
Qualifications:
- 3-6 years of experience in a quantitative/investment risk field
- Experience with SQL and Power BI
- Strong communication skills
- The ability to perform, develop, analyze and maintain credit risk analysis and modeling
- Experience with credit risk modeling (PGD/LD) is preferred but not required
