Director, Risk Portfolio Analytics
Date Added: 07/09/2018
Consultant: Audrey Chan
- Fast Growing Investment Management Firm
- Asset and Infrastructure Financing
- Newly Created Role
Our client is a fast growing investment management firm with significant global portfolio. To support its continued growth, there is now an exciting opportunity for a dynamic risk professional to join its risk division in a newly created role.
Reporting to the Chief Risk Officer, you will be responsible for managing and further developing the firm’s risk portfolio analytics capability to ensure effective risk management as the business continues to grow. This includes managing risk appetite statements, stress tests, risk identification, portfolio correlation analysis, RWA calculations, and risk models (including credit and market risk / ALM models). You will also work with the Chief Risk Officer on development and refinement of risk policies and processes. This is a visible role where you will present to and engage with senior management.
You are degree qualified in quantitative and finance disciplines with strong experience in risk portfolio analytics gained in major banks or investment management firms. Exposure to infrastructure funds or project finance transactions will be preferred. You have strong understanding of credit risk, and hands on experience in scenario analysis, stress testing and quantitative modelling with a strong grasp of Basel II/Basel III concepts and their application. Computation skills in VBA, R, Python or other statistical programming languages will be preferred. You are a self-starter with strong communication and presentation skills.
To apply, please submit your resume to Audrey Chan or Jeremy Koh at firstname.lastname@example.org, quoting the job title and reference number AC13601. We regret that only shortlisted candidates will be notified.
Registration No: R1106832
Type of Work: Permanent
Licence No: 16S8060