at UBS
Bulge Bracket Investment BanksPosted 2 months ago
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Responsible for assessing counterparty credit risk across financial institutions (banks, insurers, broker-dealers, sovereigns) by performing quantitative and qualitative analysis to recommend internal ratings, LGD and credit limits. Prepare written annual counterparty reviews and transactional credit proposals, drawing conclusions on credit assessment, risk appetite, exposure drivers and business prospects. Analyze exposures from OTC derivatives, securities financing, exchange-traded derivatives, banking products and structured transactions, and participate in ad-hoc credit risk analysis and portfolio reviews to identify risk developments or concentrations.
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Full Job Description
| Are you naturally curious and ambitious? Do you have sharp analytic skills? We’re looking for someone like that who can: cover Financial Institutions, including global Banks, Insurance companies, Broker Dealers, Sovereign and similar entities. •evaluate counterparty credit risk based on analysis of both quantitative and qualitative factors, including fundamental credit analysis, to recommend internal ratings, LGD and credit limits. •prepare written counterparty annual reviews/transactional credit proposals drawing conclusions relating to credit assessment, risk appetite, exposure drivers and business prospects •understand counterparty credit exposure associated with OTC derivatives (FX, Fixed Income, Equities), securities financing, exchange traded derivatives, banking products and structured transactions. •perform ad hoc credit risk analysis and participate in portfolio reviews to identify risk developments or concentrations | Show more Counterparty Credit Risk Analyst |
