AVP, Risk Portfolio Manager

Quantitative Finance & Risk
Published
6th November 2017
Job Type
Permanent
Salary
Competitive

Description

BSM Group are representing a client seeking an AVP, Risk Portfolio Manager.

Key Responsibilities:

  • Review of existing CUSO credit risk limit, tolerance and indicator framework (incl. industry, country and product limits) against regulatory expectations and industry benchmarks
  • Support the development of an enhanced credit risk limit framework in alignment with Business Risk Appetite workstream and the Firm Credit Risk Management Portfolio Management limits
  • Prepare Perform quantitative analyses on exposure data time series and business plans against proposed summaries and presentations suitable for review by senior management and regulators
  • Design and implementation of a Credit Risk ID process for CUSO
  • Management of quarterly update process across all relevant credit teams, including result documentation and presentation
  • Liaison across Risk Types to identify Cross Risk

Key Requirements:

  • Credit Risk knowledge, preferably with Portfolio Management background (e.g. Credit Risk Management PM, Enterprise Risk Management, or equivalent portfolio-related role)
  • Sound analytical skills, preferably also prior experience with statistical analysis
  • Ability to work independently as part of a project team
  • Familiarity with data sources (Paragon/GCRS, FDW), productivity software (MS Excel, MS Access, MS PowerPoint, MS Word); familiarity with statistical software beneficial
  • Presentation skills

If you require any more information please contact Paul McMahon: paul@bsmgroup.com or (646) 618-8865

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