Senior Analyst, Portfolio Analytics
Panoramic Associates are supporting a leading retail & commercial bank who are looking to hire a Senior Analyst to join their Risk and Portfolio Analytics team.
As a Senior Analyst for Portfolio Analytics you will contribute to deep dive portfolio analysis, undertaking and documenting ICAAP stress testing, IFRAS9 modelling, portfolio loss and provision forecast, concentration & correlation analysis, and RWA calculation process. Support bank-wide programs on capital assessment, allocation and efficiency improvement
The ideal candidate will have:
- 5+ year experience of advanced analytics / modeling in financial services or equivalent, preferably gained through leading financial institutions
- First-hand experience in Basel IRB models and/or portfolio stress test modeling will be desirable
- Strong SAS programming skills including Base SAS and Macros
- Strong data handling and processing skills including SQL programming
- Good working knowledge and proficiency in statistical analysis, credit scorecard / Basel IRB modeling, econometric modeling, Monte Carlo simulation and possibly Dual-Time Dynamic modelling
- Good working knowledge in Excel, Word and Power point. VBA and excel application development experience would be desirable.
This is an outstanding opportunity for an experienced Portfolio Analytics professional to join a leading and dynamic bank in a highly autonomous and hands on position where there will be numerous opportunities for progression and development as they continue to grow.