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发帖数: 118 | 1 【 以下文字转载自 JobMarket 讨论区 】
发信人: springmm (new), 信区: JobMarket
标 题: [Job opening] Credit Portfolio Analytics Manager
发信站: BBS 未名空间站 (Mon May 2 18:00:01 2011, 美东)
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. |
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