Credit Review Analyst

Company Overview:
None

VP/DIR
- Credit/Corporates (SPCS
- Risk & Analytics)

Dedicated coverage for LFG, CLO WH sectors, and associated projects involving GFIG and FFSD

Support portfolio-level risk analytics, including modelling, data analysis, stress testing

Enhance Counter party risk management capabilities across covered sectors

Credit Risk, Counter party Credit Risk, Structured Credit, Leveraged Finance, CLO/warehouse financing, Prime/Financing risk analytics, or Front Office Risk teams

• Priority
  Credit Risk
  Corporate credit risk, counter party credit risk, credit underwriting, credit assessment, portfolio credit risk, obligor analysis, issuer risk, exposure analysis
  Must have
• Priority
  Leveraged Finance
  Leveraged loans, leveraged finance underwriting/risk, acquisition finance, sponsor-backed lending, highly leveraged transactions, debt capital structures
  Must have
• Priority
  CLO / Structured Credit
  CLOs, CLO warehouses, warehouse financing, broadly syndicated loans, leveraged loan portfolios, securitization, structured credit
  Must have / Strong preference
• Priority
  Counter party Risk
  Current exposure, potential future exposure/PFE, counter party limits, wrong-way risk, concentration risk, collateralized exposure, netting, margining
  Must have
• Priority
  Portfolio Risk Analytics
  Portfolio surveillance, risk aggregation, exposure monitoring, concentration analysis, scenario analysis, sensitivity analysis, portfolio-level metrics
  Must have
• Priority
  Stress Testing
  Credit stress testing, macro/sector stress scenarios, default stress, spread shocks, rating migration, recovery assumptions, stressed exposure
  Must have
• Priority
  Credit Modelling
  PD, LGD, EAD, expected loss, rating models, default probability, recovery analysis, transition matrices, credit migration
  Strong preference
• Priority
  Corporate Credit Analysis
  Financial statement analysis, leverage ratios, liquidity, cash flow coverage, debt service capacity, industry/sector analysis, covenant analysis
  Must have
• Priority
  Cash-flow / Debt Modelling
  Debt waterfall analysis, cash-flow forecasting, repayment schedules, interest coverage, downside scenarios
  Strong preference
• Priority
  Collateral Risk
  Collateral valuation, haircut methodology, collateral eligibility, LTV, collateral concentration and monitoring
  Strong preference
• Priority
  Market Risk Interaction
  Spread risk, interest-rate sensitivity, mark-to-market exposure, market/credit interaction
  
  Good to have
• Priority
  Regulatory / Capital
  Basel III/IV, CCR capital, SA-CCR, CVA risk, RWA, stress-testing frameworks
  
  Good to have
• Priority
  Data Analytics
  Large datasets, data quality/reconciliation, portfolio datasets, risk data aggregation
  Must have
• Priority
  Python
  pandas, Num Py, analytics/model development, automation, data processing
  Strong preference / likely must-have
• Priority
  SQL
  Querying risk/position/reference data, joins, transformations, reconciliation
  Strong preference
• Priority
  Excel
  Advanced Excel, financial modelling, scenario modelling, pivot tables, VBA preferably
  Must have
• Priority
  Visualization
  Tableau, Power BI, Plotly or equivalent portfolio/risk dashboards
  
  Good to have
• Priority
  Risk Systems
  Counter party risk platforms, credit risk engines, portfolio risk systems, Bloomberg/Refinitiv/Markit depending on bank environment
  
  Good to have
• Priority
  Senior stakeholder management
  Interaction with Front Office, Credit Officers, Risk, Structuring, Trading, Finance, Technology, Data teams
  Must have at VP/DIR
• Priority
  Risk governance
  Limit frameworks, risk appetite, escalation, approval committees, policy interpretation, senior risk reporting
  Must have at Director level

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