Portfolio Analytics Manager
Location City of London
Consultant Harriet King
Date posted 18 November 2016
An exciting new role has become available in a globally leading investment bank for a VP Portfolio Analytics Manager. This role is a senior modelling position for wholesale credit risk models, aiding with the implementation of IFRS 9 regulation and it's accompanying stress testing deliverables.
You will be a strong senior manager who highlights exceptional modelling skills, is a strong communicator and has a solid understanding of wholesale credit. The role sits within a Group Banking team covering the global regions for this institution.
As a Portfolio Risk Analytics Manager you will be involved with:
- Providing high-quality modelling solutions to support the development, maintenance, and implementation of Portfolio models with wholesale credit risk, including Stress Testing and IFRS 9 impairment calculations for portfolios
- Stress Testing and IFRS 9 technical projects with a defined implementation schedule
- The role is located in Group Wholesale Credit Risk and has global reach through the implementation of Stress Testing / IFRS 9 methodologies in the regions
- Work on wholesale portfolio methodologies -Stress Testing and IFRS9, model development and support the implementation
To be considered for the Portfolio Analytics Manager position you will have:
- A strong academic background in a quantitative field
- Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
- Experience and knowledge of wholesale credit analytics, as well as wholesale credit business and wholesale credit products. With exposure to PD, LGD and EAD modelling
- Knowledge of Accounting Standards would be advantageous
- Knowledge in programming in SAS and/or MATLAB
- Knowledge of the impairment assessment approaches IFRS 9 and/ or Stress Testing
- Relevant working experience in a bank, rating agency, consultancy or advisory firm
If you would like to discuss this vacancy further please call Harriet King on 02075098258 or email firstname.lastname@example.org.