Portfolio Analyst, Credit Risk-Weighted Assets recruitment
Our client, a Bank is looking for a Portfolio Analyst, Credit Risk-Weighted Assets. The successful candidate will be responsible in consolidating and preparing Regulatory Credit Risk-Weighted Assets reports.
The job responsibilities will include, but not be limited to:
• Consolidate and prepare reports for management and regulatory compliance
• Analyze traits and trends and perform portfolio analysis of various portfolio
• Investigate and resolve data and system issue with BU and IT support units
• Review and improve current reporting process
• Participate in various Basel 2 Credit Risk-Weighted Assets initiatives
• Work with users to gather credit risk data requirements from users and prepare user’s requirements and communicate to IT for their development
• Prepare UAT plan and conduct the testing accordingly when building or enhancing the database
• Actively participate and manage projects end to end
Job Requirements:
• Bachelor-level degree required, MBA preferred
• 4 – 5 years working experience in the banking industry preferably in financial regulatory reporting or from a public accounting firm
• Good working knowledge on Basel II requirements
• Good knowledge of banking products (preferably Treasury) and their risks
• Knowledgeable in SQL skills (i.e: queries)
• Expert MS Excel skills (i.e: Vlookups, PivotTable, VBA macro)
Interested individual please send your CV in word format to kiankee.yeo@7fiftytwo.com or call Kian Kee, Yeo at +65 6823 1347 for a confidential discussion.