Traded Credit Risk Analyst (Contract)

National Bank of Abu Dhabi P.J.S.C. Singapore Branch
Singapore, Singapore
Aug 13, 2017
Aug 17, 2017
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time

Role Purpose:

To perform the counterparty credit risk assessment and monitoring.

Key Accountabilities:

  • Develop, implement, and maintain the counterparty credit risk models
  • Assess and monitor the credit risk of Global market products across asset classes
  • Advise Front office on the credit risk and Credit Valuation Adjustment (CVA) for new derivative transactions
  • Liaise with Credit Admin, Credit Risk, Market Risk and IT to implement and enhance the counterparty credit risk
  • Reconcile the limits and exposures in Globus, GLCMS & Murex
  • Provide input / requirements for the implementation of Murex system in Singapore if required.
  • Credit portfolio risk analytics, reporting and monitoring
  • Carry out immediate investigation and analysis on any excesses
  • Perform ad-hoc duties as assigned by Manager.

Knowledge & Experience:

  • Bachelor or Master degree in Banking, Finance, Economics or Accounting with 3-5 years of experience in credit risk, traded credit risk, market risk, financial control
  • Knowledge of counterparty credit risk methodologies and monitoring, XVA, global market trading and sales, and its regulatory framework
  • Strong Treasury product knowledge (FX, money market, fixed-income and derivatives)
  • Experience in process improvement and system implementation
  • Strong project management skills
  • Ability to engage at Senior Management level with Global and Regional peers and stakeholders
  • Ability to operate in a multinational environment
  • CFA, CAIA or FRM charter-holder is preferred



  • Strong quantitative financial modelling skills especially excel VBA
  • Innovative and strategic thinking
  • Excellent interpersonal and communication skills
  • Ability to multi-task, attentive to details, proactive and flexible
  • Ability to perform effectively under pressure and within tight deadlines
  • Collaborative team player and highly adaptable to the changing needs of internal and external customers¬†
  • Self-motivated and thrives in a fast growing and dynamic environment

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