Perform in-depth credit analysis for various TCIO investments across the fixed income spectrum. Engage with senior members of TCIO Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment approvals
Participate in portfolio credit impairment projections as part of various Firmwide exercises including the industry-wide annual CCAR (Comprehensive Capital Analysis and Review) process and quarterly CECL (Current Expected Credit Losses) reserving process
Work alongside senior team members on product specific analysis required to support risk discussions, including preparation and delivery of analytical presentations for various Senior Risk forums
Participate in the development and maintenance of various credit loss models related to CCAR stress testing as well as CECL reserve projections. Liaise with independent Model Review teams to prepare model documentation, pass credible challenge and obtain usage approvals
Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office for other ongoing projects, thus contributing to continued build-out of the TCIO Credit Risk franchise

Required Qualification

1-3 years of relevant work experience in credit risk management within a financial organization or credit rating agency
Undergraduate or Master s degree in a relevant discipline
Strong analytical background with sound understanding of financial statements, including ratio analysis, cash flow analysis, and fundamental knowledge of key accounting standards
Excellent verbal and written communication skills, with an ability to deliver effective presentations to senior management
Demonstrated ability to partner effectively across different businesses and functional areas
Ability to work efficiently under pressure
Independent and strong critical thinking skills, with thorough attention to detail
Resourcefulness, and ability to multitask effectively

Preferred qualifications, capabilities, and skills

Proficiency in Python or other analytical tools such as Alteryx Tableau
Knowledge of regulatory requirements for fixed income portfolio, including CCAR stress testing and CECL loss reserving