Essential Responsibilities:

• Oversee the calculation, compilation and publication of daily credit exposure reports. Ensure exposure reports and analyses align with other Treasury functions
• Perform fundamental credit analysis on financial institutions, money market funds, high-grade corporates and sovereigns
• Perform on-going monitoring of counterparty and issuer creditworthiness. Lead mitigation efforts for “at risk” parties
• Lead initiatives to ensure that credit exposures are transparent, appropriate and in line with management risk tolerances
• Propose limits based on risk-return considerations. Monitor compliance with policies, limits and diversification requirements
• Work closely with cross-functional team members to diversify and mitigate credit risk exposures
• Coordinate firm-wide global exposure limits and utilization of limits for financial institutions
• Oversee the use of and enhance risk-return, optimization, investment risk, derivative counterparty credit risk, and liquidity models

NOTES:

Employer will assist with relocation costs

• Masters in Finance/MBA
• 10+ years’ experience in financial risk/credit research
• Experience working with risk, derivatives and quantitative modeling
• Extensive experience with counterparty and investment credit risk modeling, measurement and management required
• Strong analytical and modeling skills. Ability to design and create analytical models with limited assistance

  Eligibility Requirements:

  • You MUST submit your application for employment through www.gecareers.com to be considered for this position.
  • You MUST have unrestricted authorization to work in the United States.
  • You MUST be willing to take a drug test as part of the selection process.
  • You MUST be willing to submit to a background investigation as part of the selection process.

  GE will only employ those who are legally authorized to work. Any offer of employment is conditioned upon the successful completion of a background investigation and drug screen.

  Desired Characteristics:

  • Background in and familiarity with structured investment (e.g., CMBS, RMBS) modeling a plus
  • CFA and/or FRM Certification a plus
  • Strong detail orientation and research skills
  • Strong understanding of market dynamics and their effect on risk exposures
  • Familiarity with risk management techniques, such as: VaR, PFE, sensitivity analysis, stress testing
  • Strong knowledge of research and news tools, such as Bloomberg
  • Executive presence. Ability to work well with colleagues at every level of the organization

  YOU MUST BE ABLE TO SATISFY THE REQUIREMENTS OF SECTION 19 OF THE FEDERAL DEPOSIT INSURANCE ACT.