Credit Risk Analyst

VTB Capital IM vision is to become a prominent, profitable and dynamic investment manager with wide product line within the VTB group, providing structuring & execution expertise and a creative and effective conduit for investments into Russia and the wider region.

We are an experienced team with significant track record and achievements in Russian and international markets as well as achieving successful milestones including best ratings and a


We are ambitions, competitive, hard working and aim to build the investment management business with Russian roots, to gain top positions in the market league tables and to complete the vision provided by VTB Group.

The position

The position holder will deal with various credit risk issues of investment management business mainly on the local Moscow side but being part of the global credit risk team as well.

The position holder will control compliance with client’s investment profile (CBR order #482p) and risk limits, credit risk reporting, will perform credit risk analysis of wider range of issuers and support business requests regarding credit risk issues.

It is desirable for a candidate to have general understanding of market risk to contribute into the respective credit analysis where required.

Principal Accountabilities

Major responsibilities include:

  • Credit risk analysis of security issuers in line with VTBC IM credit risk methodology
  • Risk reports production and analysis
  • Monitoring of client’s investment portfolios vs client’s risk profiles
  • Participation in the risk system maintenance (ratings, limits and restrictions, client’s risk profiling)
  • Participation in developing of credit risk methodology including corporate, financial, sovereign and municipal issuers, as well as VTBC IM counterparts (banks, brokers, insurance companies, etc.)
  • Credit Committees support.
  • Support of VTBC IM clients with credit risk where required.
  • Participation in risk analysis of agreements, products and non-standard deals as per authorities granted ensuring the accuracy of relevant disclosures relating to risk management for VTBC IM
  • Maintaining up to date knowledge of the regulatory requirements applicable to VTBC IM business
  • Maintaining a working relationship with VTB Group Risk Management to ensure that VTBC IM’s risk management framework and ongoing reporting are consistent with the general risk management standards of VTB Capital

Key Competencies & Qualifications

  • Higher education is a must; advanced in economics, finance or natural sciences is preferred
  • Over 2 years working experience in a credit risk position within investment management, investment banking or commercial banking is a must
  • Good knowledge of credit risk analysis, practical skills of credit rating techniques and practices
  • Deep understanding of RAS, IFRS and GAP financial standards
  • Solid knowledge of Russian financial markets and products is a must; knowledge of international markets is a plus
  • Excellent analytical skills
  • Technical skills including VBA programming are preferable
  • Intermediate level in English is a must
  • Good communication skills
  • Ability to work under pressure

Typical Decisions taken by Job Holder

  • Credit risk analysis of issuers and counterparts
  • Production of risk reports
  • Control of limit utilization
  • Control of compliance with client’s risk profile
  • Static data maintenance in risk systems
  • Support of VTB Group and other client’s requests re credit risk analysis