Credit Risk Analyst
4 days ago
About Munich Re:
- Munich Re, a leading reinsurer, has been continuously growing its credit business over the last decade with significant further growth ambitions for the coming years.
Job Overview:
- We are looking for a Structured Credit Portfolio Analyst based in Dublin to work on structured finance transactions and strengthen the growth of our structured credit business.
Key Responsibilities:
- Performing portfolio analytics and data visualization tasks.
- Monitoring of structured credit portfolio transactions, analysing portfolio performance, updating stress analysis and reporting findings.
- Underwriting of credit portfolio transactions and supporting development of business in the area of synthetic securitizations under the Basel III securitisation framework primarily for European banks and assets.
- Risk assessment of collateral pools and transaction structures as part of a deal team with a focus on analysing the underlying portfolio, cash flow modelling, stress testing and scenario analysis.
- Support due diligence of banks/financial institutions with regard to their processes and market position in the relevant product categories, in particular with respect to underwriting, servicing and risk models.
- Contributing to credit memos for structured credit portfolio transactions including a recommendation for approval committees.
- Staying up to date with credit market developments and researching relevant market data.
- Maintenance of relevant external vendor and internal modelling/pricing tools and deal monitoring infrastructure for structured portfolio and cash flow-based products.
Competencies:
- Drives results - you consistently achieve results even under tough circumstances, with the organisation's performance in the front of your mind.
- Business insight - you can apply your knowledge of the business and the market to advance your business' and wider organisation's goals.
- Collaboration - you identify opportunities and bring the right people together to work on a common goal, encouraging diversity of opinion, whilst maintaining clarity and unity of direction.
- Cultivates innovation - you create new and better ways for Munich Re to be successful e.g., generating ideas, creating efficiencies, harnessing new technology etc.
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