Director, Portfolio Risk Analytics, Financial Services

Job Title: Director, Portfolio Risk Analytics, Financial Services
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Competitive Package
Reference: JR107373_1521006837
Contact Name: James Rushworth
Contact Email:
Job Published: March 14, 2018 13:53

Job Description

Our client is focused primarily on providing project finance, asset-backed and other structured debt financing solutions.

Reporting to the Chief Risk Officer, you will be responsible for managing and upgrading portfolio analytics within the Risk team.

Specific areas will include managing stress testing, risk identification, portfolio analysis (including reporting dashboard templates and models), portfolio correlation analysis, RWA calculations, Risk Appetite Statement and risk models (including credit and market risk / ALM models).

In addition, you will work with the CRO to upgrade and document various risk policies and processes. You will work closely with senior individuals in the Risk team who are focused primarily on credit risk, both from a transaction execution and portfolio management perspective.

With a 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 you should have at least 7-10 years' experience in portfolio analytics in a major international or regional financial institution, with significant exposure to most aspects of portfolio analytics mentioned above.

Key knowledge includes:

  • Strong understanding of credit risk (preferably for corporate and structured financing transactions) and reasonable understanding of market and operational risk
  • Strong knowledge of Basel II or Basel III concepts and application of the principles thereof
  • 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

Singapore Employment Agency Licence No: 16S8069

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