Senior Risk Analyst, Integrated Risk Assessment_Risk Portfolio Management

Senior Risk Analyst, Integrated Risk Assessment_Risk Portfolio Management

The successful candidate will be a key member of a team with responsibilities covering the following areas:
• Enhancement of the Group's internal risk capital assessment, including the assessment of concentration and emerging risks
• Review of the Group's risk appetite and the progressive rollout to key businesses
• Work with key stakeholders e.g. business units and Group Finance on portfolio management / assessment initiatives
• Conduct stress test as well as enhancement of methodology and approach
• Enhancement of the Group's sector/country concentration risk framework
• Perform independent validation of internal credit risk rating models to assess that the models are fit for purpose

Qualifications
• Strong analytical, quantitative and computational skills
• Good understanding of risk management concepts, e.g. Basel II or other risk types such as market risk and ALM
• Able to multi-task in a complex and changing environment
• A team player as well as able to work independently
• Strong working knowledge of Microsoft Office applications

*LI-ML