Credit Risk Manager, Illiquid/infrastructure/Real Assets, London

5 days left

Location
London, United Kingdom
Salary
£Excellent
Posted
Aug 25, 2021
Closes
Sep 24, 2021
Ref
11882674
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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
  • Illiquid products experience (direct, property, equity release mortgages, sale and lease back etc)
  • US markets experience of Pension Risk Transfer or Direct Investments in the US.
  • Climate Risk experince
  • Internals ratings methodologies such as WARF
  • 8+ years' experience in credit risk management
  • Buy-side experience for an insurer or pension scheme
  • Understanding of Solvency II
  • 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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