Reporting to the Head of Macro & Country Risk, the Analyst will execute the full spectrum of Macro & Country Risk coverage duties, in support of the group’s existing team members. Producing the monthly Country Risk Report and associated processes will be a key function. Providing assistance for data aggregation and analysis in support of existing and developing models and scenario stress processes will also be a key function of this role. In addition, the successful candidate will support the country analysis and ratings process with a view to taking full coverage of a set of countries over time. The successful candidate will have strong analytic and quantitative skills and a proven ability to communicate effectively with a range of risk, business and external stakeholders.
KEY RESPONSIBILITIES AND DUTIES:
Helping to compile and maintain dashboards and data metrics in support of the provision of accurate macro data and analysis used in the Financial Risk Report and in analysis and reports going to management committees and the Board.
Developing skillset to analyze country fundamentals, conduct due diligence, and contribute to the sovereign rating modeling and rating assignment process.
Assisting with the production of country risk reporting and limits management and breach governance products.
Mastering the country stress and country loss platforms and contributing to their evolution.
Contributing to US and global macroeconomic data collection and analysis.
Supporting the MD economist in the production of base case and downside stress scenarios.
Contributing to the data aggregation, storage and control processes for the team.
Assisting with the drafting and/or providing quality control for team documents submitted to senior management, Board committees, regulators or ratings agencies.
Helping the team with model inventory control and tracking.
Assisting with model maintenance and design, and managing interactions with the model validation team.
Supporting team efforts to address regulatory and audit follow ups, and drafting and updating policies and procedures documents.
Helping team provide effective challenge to first-line risk takers (e.g. portfolio managers, Chief Inv. Off., Actuarial).
Contributing to the content and management of the Emerging Risks Working Group (ERWG).
Bachelor’s degree required; preferably in International Relations, Finance, Economics, Mathematics or Business.
Familiarity with macroeconomics, political and security analysis, and current events.
Experience with financial regulators and/or regulatory examinations are a plus.
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