Associate/AVP – Portfolio Analytics recruitment
Our client is a lending and investment business with a multi-billion dollar balance sheet, a world class team and plans to continue expanding over the coming years. This role sits within the Portfolio Analytics Team that plays a key role in ensuring that the business operates an effective credit risk framework to ensure that its commercial lending activities are carefully managed. There is a separate team with the organisation conducting actual credit risk analysis transactions and clients and therefore this role would suit someone currently working in a portfolio analytics capacity as opposed to an actual credit analyst. The sophisticated nature of the business and excellent brand mean that competition for the role will be fierce.
Candidates for it must therefore possess:
- Expertise in economic and regulatory capital modelling.
- Familiarity with Economic Capital models like Moody’s Risk Frontier or Credit Metrics.
- A good understanding of risk-adjusted performance measurement (RAPM) at deal as well as portfolio level.
- The capability to build a multi-year RAROC model for a commercial lending portfolio.
- A good understanding of financial modeling (e.g. simulation of balance sheet, valuation of cash flows using monte carlo, scenario analysis and stress testing).
- Strong knowledge of UAE/GCC regulatory environment and Basel guidelines.
- Credit appraisal/underwriting experience would be added advantage.
- Excellent knowledge in quantitative modelling
- Excellent organisational skills and the ability to multi-task.
- Strong academics including a relevant Post Graduate Degree in Business/Economics/Mathematics from a reputable institution.
- FRM, PRM, CFA certification is desired
- Strong English communication skills, a knowledge of Arabic would be useful but not essential.
This is a better role for an Associate or AVP-level portfolio analytics specialist than any other in the UAE or wider GCC region. The quality of the team, brand and general environment are top tier and therefore only candidates who meet the above criteria can be considered. Those who do are respectfully requested to submit their CV for consideration in word format.
Cobalt are Financial Services Specialists.