Portfolio Risk Analytics Manager recruitment

Roles and Responsibilities:

Consolidate and prepare regular Credit Risk and Basel 2 Credit RWA reports for management (reporting) purposes and regulatory compliance.
Assist risk teams in performing Risk Appetite analysis and evaluating business strategy and portfolio metrics from a risk appetite perspective.
Manage portfolio analysis exercises for Retail and SME Products. Designed NPV model for return on investment which is used to estimate sustainable RoRWA for the products.
Work with Consumer Banking and Wholesale Banking Heads to embed Risk Appetite in decision making at business and country levels.
Play a key role in analysis and interpretation of Group level Risk Appetite reviews of the Group's business plans, including Budget, Strategy plans and due-diligence exercises. Prepare UAT plan and conduct the testing accordingly when building or enhancing the database.
Lead the internal stress testing exercises and assist in presenting the stress test results for senior management and the Bank’s Board.
Coordinate the regulatory stress testing agenda such as Group/Country ICAAPs, IMF FSAP and Reverse Stress Testing.
Conduct stress testing

Ideal Candidate:

At least 5 years relevant working experience in the banking industry in portfolio risk analytics function
Good working knowledge on Basel II requirements
Have extensive experience in ICAAP and economic capital
Good quantitative knowledge
Good knowledge of banking products and their risks (covering both retail and wholesale)
A team player as well as able to work independently

Interested candidates please send in your resume in word format to qrfsing@selbyjennings.com

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