Analyst, Portfolio Risk Management

Job Description

The Portfolio Risk & Analytics function is one of the eight functions within the Singapore Risk Management organization. Its main role is to produce insights into the credit portfolio of the country, by way of portfolio analyses, deep dives and stress testing, thereby supporting a proactive portfolio management stance in line with risk appetite.

Job Responsibilities

1. Support in data extraction and credit analysis
2. Support in automation of reports and stress test processes through SAS, Python and R
3. Contribute in development and enhancements of stress testing and portfolio analytics methodologies
4. Develop and revise stress testing code for new methodologies and process
5. Support in review and enhancement of stress test policies and procedures
6. Conduct UAT to code changes and develop business requirements document (in an agile setting)
7. Provide results review and analytics support for the different stress tests performed within Portfolio Risk Management
8. Support other Group PRM initiatives in their development and implementation

Job Skills

• Analysis
• User-acceptance-testing
• Enhancement
• Portfolio-analytics
• Stress-test

Job Requirements

Minimum qualification: A degree in Banking & Finance / Economics / Technical Sciences or equivalent training/experience. Proficient with MS Office applications (including Excel, PowerPoint), data query tools (SAS, SQL, etc.) and high-level programming languages (R, Python). Proficient in data extraction, transformation and analysis of data. Knowledge of statistical analysis techniques and financial modeling within the financial services environment would be an added advantage.

Seniority level: Associate

Employment type: Full-time

Job function: Finance and Sales

Industries: Banking