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Senior Credit Risk Manager - Bond Fund

  • Location: London
  • Salary: £80,000 - £90,000 Base + £6,000 Car + Bonus
  • Job type: Contract/Temp
  • Job reference: AB/166679
  • Sector: Credit Risk
Job Description

Overall purpose of the job


Principal risk representative for independent credit risk management for the bank in London.  Provide Qualitative Credit Analysis on the Corporate Bond Investment (CBI) Portfolio and Fund Finance activities. Ensure that a co-ordinated risk based approach to credit decisions, where relevant, is made and aligned with Bank-wide standards. Utilise credit risk quantitative tools to focus quantitative risk analysis activity.


Principal responsibilities


Provide insight of the associated credit risks in the Corporate Bond Investment Portfolio and Fund Finance activities. 

Specifically:

Sector, Geographical, Structural and Name specific analysis of credit risks;

Qualitative reviews and Quantitative metric analysis reporting to Management; 

Utilise quantitative methods to prompt qualitative credit analysis; Investigate when Early Warning Indicators (EWIs) are triggered and give independent credit view on the trigger;

Analyse branch portfolio economic performance (ROEC);

Provide insight to the Stress Testing Forum for credit related market shocks.

Highlight and communicate idiosyncrasies in the European Corporate Bond markets;

Contribute to independent analysis of Pricing information;

Provide due diligence to information provided to Head Office for approvals where necessary


In conjunction with the wider risk management team develop existing and new Credit Risk quantitative metrics to be effective as Early Warning Indicators (EWIs).  Provide targeted Independent Credit Risk reports including; portfolio sector, geographical, market event and name specific analysis on the London Branch Credit Risks.


To provide insight into credit risk in relation to the Fund Finance market.


Support the wider London Branch Risk Management team in understanding the Credit risks run within the Bank. Keep updated on other risks that are borne in the London Portfolio; Liquidity, Operational, Counterparty Credit, Market risks.

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