at UBS
Bulge Bracket Investment BanksPosted 2 months ago
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Role focuses on assessing counterparty credit risk for financial institutions, using both quantitative and qualitative analysis to inform internal ratings, LGD and credit limits. The candidate will oversee the preparation of counterparty annual reviews and credit proposals, drawing conclusions on risk appetite, exposure drivers and business prospects. The role requires understanding counterparty exposure from OTC derivatives, securities financing, and other banking products, and includes ad hoc risk analysis and portfolio reviews.
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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. •oversee the preparation of 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 Pod Lead |
