The role is to assist of the credit risk team of SGLB in maintaining and enhancing a portfolio view of the credit risks generated by SGLB’s activities. This entails producing regular management reports regarding key credit risk metrics, to be used by the SGLB Risk Management Committee, SGLB RISQ management or SGLB Executive Management. Regular management reports will be supplemented by ad hoc analyses as required, covering specific parts of the portfolio (Business Lines, Sectors etc) or as part of stress testing.
During your VIE mission you will be in charge of these responsibilities:
- Liaising with Paris-based RISQ/CIB staff work on the SGLB-specific credit risk reports (systems, templates and methodologies)
- Working under the supervision of the SGLB Head of Credit risk to develop additional reports as required (stress tests, forward-looking analyses, ad hoc reviews)
- Liaise as required with other RISQ/UK staff members to deliver on shared RISQ/UK objectives
- Liaise as necessary with other SGLB teams as needed to share metrics
- Support the credit risk team in the enhancement/automation of the different reports and tools
- Assist the credit risk team in the preparation of presentations dedicated to credit risk topics