CorpCTC Risk Credit Analyst

Overview: Treasury/CIO oversees a $500Bn global fixed income investment portfolio used to manage the Firm's interest rate and currency exposure. The portfolio comprises a wide range of fixed income products, including asset-and-mortgage backed securities, municipal bonds, and government securities. CTC Credit Risk manages the credit risk emanating from this investment portfolio as well as other Corporate businesses (Firm-wide Pension Plan, Insurance programs, and Mortgage Servicing Rights Working in Credit Risk management will give the successful candidate an opportunity to work alongside senior portfolio management and risk management professionals and support regional Credit Risk leadership in an area of the Firm that covers the entire spectrum of asset classes & financial products. Treasury/CIO is an ideal location within the Firm to obtain broad perspective of, and to influence, Firm-wide risk management decisions. The CTC Credit Officer reports to the CTC Chief Risk Officer (CRO) and is responsible for the end to end credit risk framework within the CTC line of business. CTC Credit Risk seeks to hire an analyst to join its Mumbai-based team. The individual will work alongside a team of analysts/associates that deliver detailed and high-quality credit analysis of CIO's existing and new investments in various credit assets (municipal bonds, corporate bonds, sovereign bonds, CLOs, other various securitized assets). As part of the team's investment portfolio risk management responsibilities, CTC Credit Risk maintains a large portfolio of quantitative and qualitative credit risk models used for stress testing and credit reserve determination purposes. In addition to the above described core responsibilities, the selected individual will be provided opportunities to partner with senior team members in the development of new quantitative and qualitative loss estimation frameworks, as well as the management of existing frameworks. Specific responsibilities include: Perform in-depth credit analysis for various potential and existing CIO investments across the fixed income spectrum. Engage with senior members of CTC Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment approvals on live transactions Participate in portfolio