My client is one of the established independent institutions who are looking to hire a Portfolio Analytics manager to join their dynamic team. The ideal incumbent will be responsible for managing and upgrading portfolio analytics within the Risk team.
To manage stress testing, risk identification and portfolio analysis (including reporting dashboard templates and models)
To perform portfolio correlation analysis, RWA calculations, Risk Appetite Statement and risk models (including credit and market risk / AML models)
To work with the Chief Risk Officer to upgrade and document various risk policies and processes
To 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.
University degree in quantitative and finance disciplines (e.g. Mathematics, Statistics and Financial Engineering etc)
Minimum Experience of 8 years in portfolio analytics in a major international or regional financial institution
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
Strong computational skills preferably in VBA, R, Python or other statistical programming
If you are qualified and interested in this role, please apply with your updated CV in WORD format.
Morgan McKinley Pte Ltd EA Licence No: 11C5502 Registration No: R1659128 Registration Name: Phea Dan Shuo, Bella