Credit Review Analyst

Company Overview:
None

Job Description:

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.

• Corporate credit risk, counter party credit risk, credit underwriting, credit assessment, portfolio credit risk, obligor analysis, issuer risk, exposure analysis
• Must have

• Leveraged loans, leveraged finance underwriting/risk, acquisition finance, sponsor-backed lending, highly leveraged transactions, debt capital structures
• Must have / Strong preference

• CLOs, CLO warehouses, warehouse financing, broadly syndicated loans, leveraged loan portfolios, securitization, structured credit
• Must have / Strong preference

• Current exposure, potential future exposure/PFE, counter party limits, wrong-way risk, concentration risk, collateralized exposure, netting, margining
• Must have

• Portfolio surveillance, risk aggregation, exposure monitoring, concentration analysis, scenario analysis, sensitivity analysis, portfolio-level metrics
• Must have

• Credit stress testing, macro/sector stress scenarios, default stress, spread shocks, rating migration, recovery assumptions, stressed exposure
• Must have

• PD, LGD, EAD, expected loss, rating models, default probability, recovery analysis, transition matrices, credit migration
• Strong preference

• Financial statement analysis, leverage ratios, liquidity, cash flow coverage, debt service capacity, industry/sector analysis, covenant analysis
• Must have

• Debt waterfall analysis, cash-flow forecasting, repayment schedules, interest coverage, downside scenarios
• Strong preference

• Collateral valuation, haircut methodology, collateral eligibility, LTV, collateral concentration and monitoring
• Strong preference

• Spread risk, interest-rate sensitivity, mark-to-market exposure, market/credit interaction
• Good to have

• Basel III/IV, CCR capital, SA-CCR, CVA risk, RWA, stress-testing frameworks
• Good to have depending on client scope

• Large datasets, data quality/reconciliation, portfolio datasets, risk data aggregation
• Must have

• pandas, Num Py, analytics/model development, automation, data processing
• Strong preference / likely must-have

• Querying risk/position/reference data, joins, transformations, reconciliation
• Strong preference

• Advanced Excel, financial modelling, scenario modelling, pivot tables, VBA preferably
• Must have

• Tableau, Power BI, Plotly or equivalent portfolio/risk dashboards
• Good to have

• Counter party risk platforms, credit risk engines, portfolio risk systems, Bloomberg/Refinitiv/Markit depending on bank environment
• Good to have

• Interaction with Front Office, Credit Officers, Risk, Structuring, Trading, Finance, Technology, Data teams
• Must have at VP/DIR

• Limit frameworks, risk appetite, escalation, approval committees, policy interpretation, senior risk reporting
• Must have at Director level

About NTT DATA:

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