由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
JobMarket版 - [Job opening] Credit Portfolio Analytics Manager
相关主题
Credit Risk Analyst or Senior Credit Risk Analyst【工作机会】Production Analytics Sr. Developer in Bank of the West
Outcome Research Position 在NJ 药厂Job Opening: Senior Market Risk Analyst
Mortgage Analytics Quant for Hedge FundHedge Fund Software Programmer and/or Network Administrator
【NYC Job Openning】Data Analytics ManagerLarge Hedge Fund Seeks Junior Quant Portfolio Manager/Senior Quant Analyst
Job Open: Digital Marketing Intern (Multiple Position咱来招个 quant 试试
Analytics Manager position available in midwestLead Analytics Position at J.P. Morgan Chase. Will sponsor VISA.
Software engineers needed in BostonLooking for Fixed Income IT - Java Developer - (US-NY-New York)
OR, JAVA, and Statistics Positions Current opening---Peptide chemists
相关话题的讨论汇总
话题: portfolio话题: analysis话题: management话题: risk话题: credit
进入JobMarket版参与讨论
1 (共1页)
s******m
发帖数: 118
1
Please send application and resume to c***********[email protected]
Job Summary:
Assist the Credit Portfolio Management team in managing various projects
to improve portfolio and risk management, including topics such as
Economic Capital (EC), concentration risk management, stress testing,
and portfolio management and hedging. This will include deal risk
adjusted return analysis, deal impact analysis, portfolio optimization
analysis, concentration risk management, credit portfolio hedging,
scenario analysis, portfolio trend analysis, etc.
Major Responsibilities:
Manage reporting staff and direct their research and analysis.
Constantly cross check their work and be able to identify problems of
modeling approaches taken and mistakes in analysis performed in order to
guarantee the quality of the team’s output.
Help portfolio managers assess and manage the credit risk the bank
portfolio is exposed to by performing correlation and concentration
analysis, hedge performance analysis, asset allocation and other
portfolio management analysis.
Credit Portfolio Management Analysis – focus on the following:
a. In acquisition and deal purchasing, analyze deal-specific risk
adjusted return and capital impact to bank portfolio, utilizing economic
capital results for all levels of bank portfolio, including bank total
level, portfolio level, industry level and loan level.
b. Assist in portfolio concentration analysis, hedging tool
development and portfolio optimization.
c. Utilize market data, such as CDS and bond / loan pricing
information, to perform portfolio risk and risk adjusted return
analysis.
d. Provide portfolio trend reports, including rating migration,
draw downs, new origination and runoff, maturity and PD.
Be able to help on EC and stress testing projects, which requires in-
depth modeling skills that involves calculation of key risk parameters,
employing statistical methodology, as well as back-testing and
validation.
Management and execution of other risk related projects, including ad-
hoc analysis, working closely with the other members of the CPRA team.
Use advanced financial knowledge and experience to enhance bank’s risk
analytics and modeling with strong analytical abilities and risk
methodology
Additional Information:
Manage a team of two
Be hands-on while also have some experiences on portfolio management
analysis. Past credit portfolio management experiences would be a
significant added benefit.
Prior management experience is ideal
The ability to execute analysis and apply statistical modeling
techniques is required
Analytical problem solving skills are required
Graduate degree with 5+ years of related work experiences
Prior related risk or portfolio management experience required
Position requires strong project management and communication skills, as
well as outstanding analytical abilities and the ability to work
efficiently and independently
Strong focus on accuracy and reliability, so as to ensure confidence in
results
Prior bank experience a plus
Prior consulting experience a plus
Analytical degree from a leading university a plus
Strong statistical and mathematical ability is required
Strong Excel skill is required.
Knowledge of financial programming languages, such as Matlab, SAS, VBA
is a plus.
Statistical and database software experience would be a big plus.
The above statements are intended to describe the general nature and
level of work being performed. They are not intended to be construed as
an exhaustive list of all responsibilities, duties and skills required
of personnel so classified.
1 (共1页)
进入JobMarket版参与讨论
相关主题
Current opening---Peptide chemistsJob Open: Digital Marketing Intern (Multiple Position
analytical chemist job opening in bay areaAnalytics Manager position available in midwest
Analystics TestSoftware engineers needed in Boston
Nomura (ex-Lehman) Looking for a Team Leader in Shanghai for FID Analytics DevelopmentOR, JAVA, and Statistics Positions
Credit Risk Analyst or Senior Credit Risk Analyst【工作机会】Production Analytics Sr. Developer in Bank of the West
Outcome Research Position 在NJ 药厂Job Opening: Senior Market Risk Analyst
Mortgage Analytics Quant for Hedge FundHedge Fund Software Programmer and/or Network Administrator
【NYC Job Openning】Data Analytics ManagerLarge Hedge Fund Seeks Junior Quant Portfolio Manager/Senior Quant Analyst
相关话题的讨论汇总
话题: portfolio话题: analysis话题: management话题: risk话题: credit