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CTC Credit Risk - Analyst

3.00 to 7.00 Years   Mumbai City   06 Oct, 2021
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaRisk / Underwriting
EmploymentTypeFull-time

Job Description

  • Perform in-depth credit analysis for various potential and existing CIO investments across the fixed income spectrum. Engage with senior members of CTC Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment approvals on live transactions
  • Participate in portfolio credit impairment projections as part of various Firmwide exercises including the industry-wide annual CCAR process and quarterly CECL reserving process
  • Work alongside senior team members around product specific deep dives required to support risk discussions, including preparation and delivery of analytical presentations for various senior Risk forums
  • Participate in the development and maintenance of various credit loss models related to CCAR stress testing as well as CECL reserve projections. Liaise with independent Model Review teams to prepare model documentation, pass credible challenge and obtain usage approvals
  • Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office for other ongoing projects, thus leading to the continued build-out of the CTC Credit Risk franchise
Required Skills & Experience:
  • Strong analytical background with sound understanding of financial statements, including ratio analysis, cash flow analysis, and fundamental knowledge around key accounting standards
  • Excellent oral and written communication skills, with an ability to deliver effective presentations to senior management
  • Demonstrated ability to partner effectively across different businesses and functional areas
  • Ability to work under pressure
  • Strong critical thinking skills, with thorough attention to detail
  • Resourceful, and ability to multitask effectively
Preferred Additional Skills & Experience:
  • Relevant experience in credit risk management, quantitative model development or credit loss forecasting would be ideal
  • Knowledge around regulatory requirements as relates to a credit fixed income portfolio, including stress testing and loss reserving would be ideal
  • Candidates having proficiency with Python or other analytical tools such as Alteryx & Tableau will be preferred
Education
  • Master s degree in business or professional qualification in Accountancy; excellent academic record
,

Keyskills :
cash flow analysiscredit risk managementfixed income derivativescash flowcredit riskrisk modelsfront officefixed incomemiddle officerisk analysisratio analysisstress testing

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