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Credit Risk Manager, Pensions & Retirement business, London

Employer
E Financial Careers UK
Location
UK
Salary
Competitive
Closing date
9 Aug 2021

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Sector
Accountancy
Contract Type
Permanent
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Responsibilities
  • 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


Requirements
  • 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
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