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AVP, Credit Portfolio Management (Wholesale)

AVP, Credit Portfolio Management (Wholesale)

Established organization seeking for a wholesale banking credit portfolio management at AVP level.

Job Scope:
  • Quantitative credit modelling and validation to support various product suite.
  • Perform counterparty credit risk due diligence reviews and credit (rating) scoring, and recommend appropriate credit limit
  • Implement and maintain credit risk analytic model for management of credit risks
  • Analyze trends, review economic & industry factors, and work with business to make recommendations on risk appetite
  • Stress testing, VaR, and risk sensitivities experience across asset classes.

Requirement
  • Bachelor degree Quantitative Finance/Business Administration/Accountancy
  • 5+ years’ experience in the area of Counterparty Credit Risk, Market Risk or Risk Monitoring.
  • Understanding of wholesale products, at this point the focus is on fixed income, equities, FX and commodities.
  • Technical skill set, including databases and programming, preferably Python

EA Licence No. 16S7973 
EA Reg No. R1105334