Director Portfolio Risk Analytics, Structured Financing Firm
|Job title:||Director Portfolio Risk Analytics, Structured Financing Firm|
|Salary:||Negotiable per year|
|Contact name:||Gin Choo|
|Published:||Liquid error: argument out of range|
Reporting to the Group Chief Risk Officer, the incumbent will be responsible for managing portfolio analytics for the group. Specific areas will include managing stress testing, risk identification, portfolio analysis (including reporting templates, systems and models), portfolio correlation analysis, RWA calculations, ECL calculations, and risk models (including market risk / ALM / risk rating / illiquid asset valuation models). The individual will work closely with individuals in the risk and business teams throughout the group, in addition to the finance team.
The successful candidates must come with:
- At least 10 years' experience in portfolio analytics in a local, international or regional financial institution
- Significant exposure to most aspects of portfolio analytics mentioned above
- Strong understanding of credit risk (preferably for corporate and structured financing transactions) and reasonable understanding of market risk.
- University degree in quantitative and finance disciplines (e.g. Mathematics, Statistics and Financial Engineering etc) with a clear ability for handling data, creating & managing risk models and undertaking quantitative analysis
- Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple / pragmatic way to senior management and board representatives
- Strong computational skills preferably in VBA, R, Python or other statistical programming languages
- Eagerness to learn, with mindset of questioning and cross-checking information
- Ability to form and defend their views yet being receptive to views of others
- Able to guide and mentor junior colleagues, and closely review analysis and calculations prepared by junior colleagues; and be a team player
- Proficient in Microsoft Office (Powerpoint, Excel, Word) and other business applications which are relevant for the job scop
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