RISK ANALYST

Stifel - St. Louis, MO (30+ days ago)3.8


SUMMARY The Risk Analyst is responsible for working with Credit Risk Management and Technology teams to build the next phase of global capital markets counterparty exposure model.

ESSENTIAL DUTIES AND RESPONSIBILITIES

Support the accurate reporting of counterparty credit risk across multiple front office systems to meet enterprise risk management, senior management and regulatory requirements.
Identify, measure, analyze, and aggregate various measures of counterparty credit risk.
Ability to support the development a counterparty exposure framework, and execute daily exposure reports.
Development and maintain documentation of exposure framework, along with ongoing validation procedures to meet regulatory requirements for exposure model validation.
Enrich exiting counterparty reporting and develop new counterparty credit exposure reports.
Map transactions from various internal front office systems and files to aggregate exposures by ultimate parent, counterparty, products and sectors, across multiple products e.g. mortgage forwards, forward settling syndicate bank loans, cleared products, repo, stock loan, as well cash trading equities and fixed income products.
Monitor global counterparty credit exposure, across capital market products.
Ongoing analysis of global counterparty exposures.
Candidate will work closely with Director of Credit Risk Management and Director of Enterprise Risk Management.
QUALIFICATIONS

Bachelor's degree in Economics, Statistics, Mathematics, Information Technology or other quantitative discipline required
3-5 years experience in banking or finance, preferably working in a capital market environment or with capital market products required
Proficient in Microsoft Excel, Word, PowerPoint, Outlook
Strong excel and SQL skills.
Ability and comfort working with semi-structured data.
Problem solving skills.
Project management experience.
Sound writing and verbal communication skills.
Strong interpersonal skills to work across the organization (management, front office business, IT, operations.