This is a critical role in the Treasury Markets (T-M) Credit Team . The responsibilities range from deciding on Investments and Revenue Generation to Portfolio Management of the TM Credit Investment Assets. The job also involves working with local IMs on Credit Investment strategies and spearheading the purchase and sale of our Corporate Bond Investments to meet Budgets. This revenue generation extends to and Strategy for TLAC management. Interaction with stakeholder functions at various levels is very important specifically with Credit Risk, Market Risk, and Treasury-Capital functions.
Key Roles and Responsibilities
o Credit Investments and Portfolio Management for TM assets.
o Generating Revenue through Corporate Bond Investment Management and strategy.
o Generating Revenue through TLAC Investment strategy and investments.
o Developing credit investment strategies with different TM centres incorporating impacts of the Investments on Capital, Liquidity and Risk.
o Monitoring credit risks on the Portfolio from individual Issuer risk to Concentration Risks
o Working with Internal Credit Research to assist in assessing the creditworthiness of the credits we invest in.
o Assisting in Stress Testing scenario setting.
Key Stakeholders
o Treasury Markets Senior Management
o Senior Risk Stakeholders in Credit and Market Risk
Qualifications and Skills
o Extensive experience in trading Credit Markets from senior to subordinated debt across FI and Corporate Paper (senior only).
o Proven track record of generating Pnl and opportunities in Credit Markets.
o Familiarity of issuers across of multiple assets classes ranging from Supra, Agency, Covered ,ABS, Bank and Corporate Paper (Europe as well as Asia a benefit)
o Understanding of VaR, and other Risk metrics namely PV01 CR01 etc.
o Understanding of Credit Risk processes for limit management for Banking Books. (CAT 1 limits)
o Familiarity with Liquidity Coverage Ratio and other Liquidity metrics would be helpful in addition to an understanding of Bank Capital.
