Credit Risk Manager, Illiquid/infrastructure/Real Assets, London
- Employer
- Finance Network
- Location
- London, United Kingdom
- Salary
- £Excellent
- Closing date
- Nov 23, 2021
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Requirements
- 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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