Australia Jobs: Credit Risk Analyst

* CBD location, Sydney. International bank
* Credit Risk Analyst, Counterparty risk
* Equities, options, margin lending, quantitative skills

Responsibilities

Compile scenario and stress testing on both derivative and margin lending portfolios (retail/HNW) across both domestic and International platforms
Conduct and document analysis of securities for lending (LVRs)
Proposal of credit limits across margin lending, derivatives and the international synthetic trading platform
Management reporting and oversight of daily margin calls
Analyse and implement derivatives (mostly options), equities and margin lending for respective portfolios
Facilitate queries from client advisers, operations and management in respect of risk policies both domestically and via the International platform
Provide assistance and guide implementation of new products by ascertaining acceptable risk parameters in which the business can operate
Provide & convey resolute opinions when being challenged on credit/risk issues by investment advisers or clients

Prerequisites

Strong quantitative background in the banking/finance industry with specific coverage across counterparty credit risk
Strong understanding of leveraged instruments including derivatives and margin lending
Holistic understanding of equity markets (domestic and international), derivatives and lending principles
Knowledge along with practical application of options strategies like delta hedging
RG146 compliant
ASX Derivatives accreditation - Level 1 & 2
Bachelor's degree in Economics, Commerce, Mathematics are another interrelated discipline
Margin lending accreditation
FRM or CFA is advantageous but not essential
Excellent communication and influencing skills
Strong internal & external stakeholder management skills - legal & compliance, operations, technology, clients

Compensation is market rate, plus Super, plus a per annum bonus.
Please submit your CV to jamess@porterallen.com.au

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