Traded Credit Risk Analyst (Contract)

Employer
National Bank of Abu Dhabi P.J.S.C. Singapore Branch
Location
Singapore, Singapore
Salary
Competitive
Posted
Aug 13, 2017
Closes
Aug 17, 2017
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

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

 

Skills:

  • 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