This job has expired

Credit Risk Manager, Pensions & Retirement business, London

E Financial Careers UK
Closing date
9 Aug 2021

View more

Contract Type
You need to sign in or create an account to save a job.
  • Independent oversight of investment portfolio
  • Performing in-depth credit risk analysis
  • Working with 1st line teams to ensure adherence to risk frameworks and guidelines
  • Challenging investment decisions and decisions from a credit risk perspective
  • Maintaining and monitoring credit risk framework
  • Providing oversight of regulatory and / or capital models;
  • Use quantitative methods and models to help build out risk frameworks
  • Analysis of credit risk and impact on investment portfolios (multi currency)
  • Helping do design and develop Management information (MI) framework for credit risk
  • Conducting and supporting credit analysis

  • Undergraduate degree - maths or quantitative related field (master's degree preferred)
  • CFA Charterholder, FRM or similar qualification
  • Experience with US credit for the portfolio of assets (Direct investments and illiquid assets preferable)
  • 8+ years' experience in credit risk management
  • Buy-side experience for an insurer or pension scheme
  • Understanding of Solvency II
  • Experienced with both public and private markets
  • understanding of both US and UK, of UK debt markets,
  • Proven experience managing credit risk for an investment portfolio.
  • Deep understanding of derivatives
  • Ability to deal with large data sets (VBA essential - Python/SQL or rother coding nice to have)
  • Microsoft office
You need to sign in or create an account to save a job.

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert