Country Risk - Analyst

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.

As a Country Risk Analyst within the Country Risk Methodology and Governance Team, you will contribute to the development of Country Risk’s stress framework, support the advancement of enhanced risk measures, and work closely with the sovereign analyst team to communicate underlying market and credit risk stress promoters. You will focus on the control environment, contribute to broader initiatives, assist in the development of business requirements, perform country-specific deep dive stress analyses, and engage in ongoing dialogue with front office and risk colleagues to ensure proper impact analysis for new transactions.

The team measures country risk exposure and stress across the Firm, monitoring this risk against country limits while also performing country risk scenario analysis aimed at highlighting key risk concentrations. These ratings and metrics form the backdrop against which the team identifies and manages risk by country to help guide the firm’s trading, funding, underwriting and credit extension in foreign jurisdictions. 

Job responsibilities :

• Contribute to the development of Country Risk’s stress framework, including robust stress explain tools and detailed analysis of risk drivers
• Support the advancement of enhanced risk measures and delivery of data science driven insights, including leveraging Gen AI and other intelligent solutions
• Work closely with sovereign analyst team to communicate underlying market and credit risk stress drivers 
• Focus on control environment, including limit management, audit and regulatory requests
• Contribute to broader initiatives, particularly those related to wrong way exposures, LE reporting and Risk Appetite, in addition to new business initiatives and transaction analyses by assessing their impact on country risk
• Assist in development of business requirements for improving and automating Country Risk infrastructure, work flow and regulatory response requirements
• Perform country specific deep dive stress analyses to support requests from senior management and regulators
• Engage in ongoing dialogue with front office and risk colleagues to ensure proper impact analysis for new transactions

 

Required qualifications, capabilities, and skills

• Strong academic background; undergraduate degree in economics, finance, mathematics, sciences, or related discipline
• Familiarity with credit or market risk products & enthusiasm for financial markets
• Strong written & verbal communication; comfortable presenting and explaining complex topics and analysis
• Team-oriented personality; ability to work in small teams across functions, regions and seniority levels
• Excellent attention to detail and diligent at following up on issues; proactive attitude, intellectually curious
• Strong Microsoft Office skills, particularly Excel; experience working with large data sets, VBA, Python, Tableau, Alteryx desirable

 

Preferred qualifications, capabilities, and skills

• Prior experience in risk management, product control or a financial analysis and reporting function
• Experience with capital stress testing or associated models
• Understanding of stress methodology and metrics