Director, Portfolio Analytics (Risk Management)

  • Attractive
  • Singapour, Singapore Singapour Singapore SG
  • CDI, Plein-temps
  • ALS Recruit , Numéro de Licence EA : 16S8075
  • 19 avr. 18 2018-04-19

Our client is an established finance company that will focus on arranging project and structured asset-backed financing in support of companies with a major presence in Singapore. The role is based in Singapore.

Reporting to the Chief Risk Officer, the incumbent will be responsible for managing and upgrading portfolio analytics within the Risk team. Specific areas will include managing stress testing, risk identification, portfolio analysis (including reporting dashboard templates and models), portfolio correlation analysis, RWA calculations, Risk Appetite Statement and risk models (including credit and market risk / ALM models). In addition, the individual will work with the Chief Risk Officer to upgrade and document various risk policies and processes. The individual will work closely with senior individuals in the Risk team who are focused primarily on credit risk, both from a transaction execution and portfolio management perspective. The incumbent will be supported by a team of junior associates and analysts who are available to all senior individuals in the Risk team.

Experience Required

  • At least 7-10 years’ experience in portfolio analytics in a major international or regional financial institution
  • Significant exposure to most aspects of portfolio analytics mentioned above
  • Strong understanding of credit risk (preferably for corporate and structured financing transactions) and reasonable understanding of market and operational risk.
  • Strong knowledge of Basel II or Basel III concepts and application of the principles thereof
  • University degree in quantitative and finance disciplines (e.g. Mathematics, Statistics and Financial Engineering etc) with a clear ability for handling data, creating & managing risk models and undertaking quantitative analysis
  • Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple / pragmatic way to senior management and board representatives
  • Strong computational skills preferably in VBA, R, Python or other statistical programming languages
  • Eagerness to learn, with mindset of questioning and cross-checking information
  • Ability to form and defend their views yet being receptive to views of others
  • Proficient in Microsoft Office (Powerpoint, Excel, Word) and other business applications which are relevant for the job scope

To apply, please email your resume to