Yamaha Motor Corporation, USA · 2 days ago

Credit Risk Analyst

Cypress, CA

Full-time

Hybrid

Senior Level

$74K/yr - $131K/yr

8+ years exp

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Responsibilities

Assess and monitor the organization and the BU credit, counterparty, and model risks management processes, including risk assessment and risk measurement.

Collaborate in risk mitigation strategies such as setting credit line limits, reserve requirements and collateral requirements, stress testing, among others.

Ensure the organization´s credit, counterparty, and model risks management policies, limits, and strategies are following applicable regulations, and strategic imperatives of the organization (when applicable to the YMFC, assess BUs).

Evaluate aggregated or individual basis credit portfolio risk, when necessary. Assess model robustness, and reproducibility, including back testing activities (if required).

Provide advice, challenge, and support to business units to drive proactive and effective financial risk management. Provide best practices on risk scenarios analysis, governance of models (i.e. credit scoring, provision, collection, etc.).

Liaise with other risk overseers to integrate the risks and enhance the risk, internal control and compliance program and system.

Support the definition of KRIs, and monitor trends, incidents, and breaches. Define local action plans, and support and follow-up region’s countermeasures.

Define and monitor the execution of the regions’ internal control monitoring plan (ICMP) for credit, counterparty, and model risks. Undertake the organization’s FR-ICMP (if applicable). Monitor local and challenge the region’s action plan effectiveness and progress for failed controls.

Develop periodic and ad hoc reporting of the financial risk exposure, as well as related losses and issues. Liaise with regulatory authorities, internal and external audits.

Analyze financial statements, credit reports and other relevant information data to assess credit & counterparty risk, when needed.

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

Risk ManagementFinancial ServicesModelingEnterprise Risk ManagementLiquidity RiskMarket RiskCredit RiskCounterparty RiskExpected Credit Loss ModelsPDEADLGDRegulatory ComplianceProblem-SolvingAnalytical ThinkingAttention to DetailFinancial Risk Manager Certification (FRM)Professional Risk Manager (PRM)SQLPythonR

Required

Bachelor’s degree in quantitative disciplines (i.e.: economics, engineering, statistic, actuarial, or mathematics required.

8+ years of experience in banking and financial services, with significant direct exposure to analytics and modeling applied to enterprise risk management with emphasis on liquidity and market risk required.

8+ years of experience in one or more of following: Credit, Counterparty and Model risk management.

Experience in developing or analyzing outputs of Expected Credit Loss models/PD/EAD/LGD.

Knowledge and experience in local and international regulations regarding provisions, counterparty, and credit risk management.