at UBS
Bulge Bracket Investment BanksPosted 3 months ago
No clicks
The role covers financial institutions including banks, insurance companies, broker-dealers, sovereigns and similar entities, performing fundamental credit analysis to evaluate counterparty credit risk. The analyst will recommend internal ratings, LGD and credit limits based on quantitative and qualitative factors, and prepare written annual reviews and transactional credit proposals. The position requires understanding exposures across OTC derivatives, securities financing, exchange-traded derivatives, banking products and structured transactions, and performing ad hoc credit risk analysis and portfolio reviews to identify risk developments or concentrations.
- Compensation
- Not specified
- City
- Not specified
- Country
- Not specified
Currency: Not specified
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 |
