at UBS
Bulge Bracket Investment BanksPosted 3 months ago
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The role requires performing in-depth credit and counterparty analysis across financial institutions, including banks, insurers, broker-dealers and sovereign entities. You will evaluate quantitative and qualitative factors to recommend internal ratings, LGD and credit limits, and prepare written annual reviews and transactional credit proposals. The position also involves understanding exposures from OTC derivatives, securities financing, exchange-traded derivatives and structured transactions, and contributing to portfolio reviews and ad hoc risk analysis.
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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 |
