Credit Risk Manager, investment risk, Pensions/retirement business, London
- Employer
- Finance Network
- Location
- London, United Kingdom
- Salary
- £Excellent
- Closing date
- Jul 28, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Requirements
Responsibilities
- Independent oversight of investment portfolio to improve credit risk, by maintaining and improving risk measurements and frameworks
- 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
- 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
Responsibilities
- Undergraduate degrees - maths or quantitative related field (masters degree preferred)
- CFA charterholder, FRM or similar qualification
- Experience with fixed income
- 10+ years' experience in credit risk management with a life insurer or asset manager
- 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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