Credit Risk Analyst
Washington, District Of Columbia
Post Date: 07/03/2017 Job ID: 23953 Industry: Accounting & Finance
Kavaliro is looking for a Credit Risk Analyst to work with our direct client in Washington, DC. The right candidate will have 2-3+ years of Capital Markets risk management experience.
This is an immediate need! See below for additional details:
This position reports directly to a Director in the Capital Markets Risk Management group responsible for measuring and monitoring the risk in the Capital Markets balance sheet which includes mortgage securities and loans.
Support portfolio' s risk position with attribution to provide feedback to senior management on business strategies.
Produce risk management reports and monitor the relevant markets and portfolio activity.
Work with Analytics team and traders to develop tactical and strategic guidance on portfolio' s risk position that are consistent with limits and capital constraints.
Provide recommendations to senior management.
Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products.
Assist in developing debt funding strategy. Identify assets that are rich or cheap by assessing model results against recent or expected market developments.
Review risk reports and capital adequacy reports to maintain a comprehensive understanding of risk positions, market conditions and business strategies.
Maintain an understanding of investment and funding guidelines, market risk policies, liquidity risk policies, credit risk policies, and capital policies.
Coordinate with systems personnel to continually develop the infrastructure to support business and modeling needs including, portfolio collection and aggregation process, access to appropriate market information and utilization of different pricing methodologies to estimate fair value, and database which satisfies reporting and analysis needs.
Work with the trading and funding desks in real-time, at both the portfolio and security level, to develop specific hedge recommendations.
Support management through understanding P&L attribution and risk/return analysis and forecasting.
Perform structured finance credit risk analysis to include assessment of underlying loans and deal structure.