Assess the creditworthiness of financial institutions, sovereigns, government-related entities, sub-sovereigns, supranationals, and other eligible issuers.
Analyse financial instruments such as covered bonds and government-guaranteed debt.
Provide recommendations on credit limit amounts.
Assign and monitor EAD/settlement limits for derivative counterparties and secured money market transactions.
Identify concentration trends and emerging risks within portfolios.
Contribute to ad-hoc risk management analyses and projects.
Monitor external indicators and market developments.
Support the development and maintenance of the internal credit rating surveillance system.
Provide second-line oversight of Middle Office limit monitoring and reporting.
Track credit limits and exposures per issuer.
Prepare regular reporting for internal risk committees and senior management.
Monitor portfolio credit quality (average rating, expected loss, CVaR, Expected Shortfall, etc.).
Produce clear, concise reports, presentations, and statistics for internal and external stakeholders.
Support the development of high-level risk policies and procedures.
Contribute to credit risk guidelines and documentation.
Assist in preparing materials for internal and board-level risk committees.
Collaborate with internal departments such as Funding, Treasury, ALM, and Middle/Back Office on credit risk topics.
Advanced degree in economics, finance, risk management, or quantitative studies.
Minimum 1 year of relevant experience in credit risk or a related area, ideally within an international or public-sector environment.
Strong knowledge of financial analysis and modelling.
Familiarity with rating methodologies from Fitch, S&P, and Moody’s.
Certifications such as FRM, PRM, or CFA are an advantage.
Advanced Excel skills; knowledge of PowerBI or Python is a plus.
Fluency in English (spoken and written) is essential.
Veröffentlichungsdatum:
17 Dez 2025Standort:
BaulerTyp:
VollzeitArbeitsmodell:
Vor OrtKategorie:
Erfahrung:
2+ yearsArbeitsverhältnis:
Angestellt
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