Senior Credit Risk Analyst

About the position

Purpose of the role:

• To manage credit risk by way of identifying, quantifying, and reporting on various forms of credit risk (e.g. pricing, volatility, and interest rate risk)
• To conduct ongoing research and understanding of financial markets to understand trends and risks to ensure informed credit risk recommendations
• Prepare Credit reports, advising appropriate credit risk ratings, pricing, exposure and making investment recommendations with respect to the individual transactions

Requirements:

• Post graduate degree in commerce, science, engineering or any related equivalent qualification
• CFA, FRM, CAIA, CA(SA) and/or equivalent advantageous
• 6 - 8 years investment risk management experience
• Sound understanding both in terms of depth and breadth of investment and credit risk management principles
• Credit risk experience in both unlisted and listed credit will be highly advantageous.

Duties:

• To manage credit risk by way of identifying, quantifying, and reporting on various forms of credit risk (e.g. pricing, volatility, and interest rate risk).
• To provide subject matter expertise on the risks factors that affect one or more of the asset classes that are managed by the company.
• Advise investment teams on appropriate pricing terms, structuring, credit enhancement or risk mitigation strategies.
• To run with pilot/research projects related to improving ways of measuring, managing and/or minimizing investment risk while ensuring maximized return on all company portfolios.
• Prepare Credit reports, determine the credit risk rating of new counterparties, recommend appropriate debt pricing, and make investment recommendations with respect to the individual transactions to management and clients.
• Review existing investments credit ratings and conduct impairments calculations.
• To implement effective investment/credit risk management practices within the company.
• Lead, mentor and develop graduates and analysts.

Competencies and skills:

• Strong Valuation techniques for various asset classes (listed, unlisted and property assets)
• Strong Credit risk evaluation skills for various asset classes (listed, unlisted and property assets)
• Strong restructuring skills
• Compliance management
• Sound understanding of Risk management principles, standards and practices
• Strong knowledge and understanding of financial and non-financial risks
• Financial/Investment risk management
• Programming skills
• Strong quantitative and analytical skills
• Strong research skills
• Strong financial modelling skills
• Strong presentation skills (written and verbal)
• Ability to work and collaborate with multiple teams in the Investment Process
• Ability to work independently to execute mandated tasks
• Ability to communicate to senior management
• Ability to work under pressure and to tight-deadlines
• Ability to travel (domestically and internationally)
• Working Knowledge of systems used in order to perform and apply analytical skills
• High degree of ethical conduct to ensure integrity of the investment portfolios and the company

Desired Skills:

• credit risk
• investment risk management
• Compliance management

Desired Qualification Level:

• Honours