Experienced Portfolio Risk Specialist in Wholesale Banking
3 tygodni temu
About the Role:
We are seeking an experienced Portfolio Risk Specialist to join our Wholesale Banking team. As a key member of our team, you will be responsible for analyzing and understanding the data and portfolio specifics across different Rating Systems in Wholesale Bank domain.
Key Responsibilities:
- Coordinate data delivery projects across Wholesale Bank portfolios.
- Analyze model development and implementation documentation, providing requirements for other parties involved in data delivery process.
- Gather portfolio knowledge, including cooperation with model owners and model development teams.
- Manage stakeholders and determine all dependencies related to data preparation process.
- Be the main point of contact for data delivery projects for Wholesale Bank portfolios.
About the Team:
As a Portfolio Risk Specialist in Wholesale Banking, you will be part of a collaborative team that is responsible for delivering high-quality data to other participants of risk processes (credit risk modelers, validators, and many others). You will have the opportunity to work closely with model owners and model development teams on various regulatory projects in credit risk area.
Requirements:
- Minimum 3 years of experience working in the area of financial risk or credit risk.
- Experience with IRB and IFRS9 methodology or regulatory requirements.
- Experience in analysis of internal and external regulations and preparation of functional documentation on this basis.
- Experience in monitoring and analysis of the Wholesale Banking portfolios.
- Ability of risk identification, knowledge of basic aspects/concepts of credit risk (NPL, forbearance).
- Experience working with SQL.
Desirable Skills:
- Ability to conduct sector/financial analysis and knowledge of corporate finance.
- Knowledge of the specificity of financial instruments (including derivatives such as SWAP).
- Experience working in Agile environment.
- Experience working in a bank, financial institution or other institution regulated by the government.
- Hands-on experience working in SAS environment (preferably SAS Enterprise Guide).
- Hands-on experience in 4GL programming.
- Hands-on experience working with Analytical Base Tables (ABTs).
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