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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Rs 1.5 - 8 Lakh/Yr |
| Industry | Banking / Financial Services |
| Functional Area | Risk / Underwriting |
| EmploymentType | Full-time |
Job description - CIO, Treasury, and other Corporate (CTC) Credit Risk AnalystDescription:CTC Credit Risk seeks to hire an analyst to join its Mumbai-based team. As part of the team s investment portfolio risk management responsibilities, CTC Credit Risk maintains a large portfolio of quantitative and qualitative credit risk models used for stress testing and credit reserve determination purposes. The selected individual will play an important role in partnering with senior team members in the development of new quantitative and qualitative loss estimation frameworks, as well as the management of existing frameworks.Apart from the above described quantitative responsibilities, the individual will work alongside a team of analysts/associates that deliver detailed and high quality credit analysis of CIOs existing and new investments in various credit assets (municipal bonds, corporate bonds, sovereign bonds, CLOs, other various securitized assets).Specific responsibilities include:Perform in-depth credit analysis for various potential and existing CIO investments across the fixed income spectrum. Engage with senior members of CTC Credit Risk and the Portfolio Management teams to complete risk analysis and present conclusionsParticipate in the development and maintenance of various credit loss models related to CCAR stress testing as well as CECL reserve projections. Liaise with independent Model Review teams to prepare model documentation, pass credible challenge and obtain usage approvalsPerform analysis for portfolio credit impairment projections as part of various Firmwide exercises including the industry-wide annual CCAR process and quarterly CECL reserving processWork alongside senior team members around product specific deep dives required to support risk discussions, including preparation and delivery of presentations for various senior Risk forums such as the CTC Investment Committee and the CTC Risk Committee
Keyskills :
credit risk managementfixed income derivativescredit riskrisk modelsfront officefixed incomemiddle officerisk analysisstress testingportfolio riskloss reservingrisk managementcredit analysis