Credit Risk Specialist

About the role

The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. Credit Risk Infrastructure (CRI) exposure validation group is a sub-function under Risk Infrastructure that is responsible for credit risk model output governance.

What you'll do

• Execute daily variance analysis for critical credit exposure metrics including Current Exposure (CE), Potential Exposure (PE), Maximum Potential Exposure/ANC (MPE)
• Provide comprehensive variance explanations to key stakeholders including NEHS, NHI, and Local Regulatory Capital teams on daily, monthly, and quarterly cadences
• Support Credit Risk Management (CRM) by analyzing excess management queries, exposure inquiries, and adjustment-related issues applied by CRM or CRI validation teams
• Coordinating with multiple regional and global groups to understand portfolios movements and resolving issues if any
• Own and govern data issues related adjustments for in-scope credit risk exposure metrics, maintaining a robust governance framework for all such modifications

What you need

• 0–4 yrs of experience
• Credit risk
• Reporting
• Variance analysis
• CRM
• Market risk
• Valuation
• MBA

Good to have

• SQL
• LLMs
• Python