Portfolio Risk and Economic Capital Analyst

LAGOFIRE SRL; London; On-site; GBP 50,000 - 90,000; Full time

Job summary

An established industry player is seeking a Portfolio Risk and Economic Capital Analyst to forecast key financial risks and deliver actionable insights for the UK's largest fleet portfolio. This role involves operational delivery of Economic Capital activities, maintaining knowledge of the business model, and translating model outputs into impactful business decisions. You'll engage with stakeholders, coach colleagues, and support Asset Risk projects, all while advocating for the function within the organization. If you have a strong analytical background and a passion for financial risk management, this opportunity is perfect for you.

Qualifications

• Ability to analyze complex data and identify trends.
• Expertise in statistics and mathematics for financial modeling.

Responsibilities

• Deliver Economic Capital activity and manage data and forecasts.
• Enhance risk capture and communication tools for business outcomes.

Skills

Data Analysis

Statistics

Problem-Solving

Effective Communication

Education

Degree in Finance, Economics, or related field

Tools

Python

R

MATLAB

Job description

Description

The Portfolio Risk and Economic Capital analyst role sits in the Asset Risk Function, responsible for forecasting Motability Operation's key financial risks, including Residual Value and SMR, Insurance Lease Pricing, Economic Capital, and customer pricing. The role involves delivering MO's Minimum Capital Requirement and Capital Buffers levels, and producing actionable insights related to the risk of the UK's largest fleet portfolio.

Reporting to the Economic Capital and Portfolio Risk Manager, key responsibilities include:

1. Operational delivery of the Economic Capital activity, ensuring data, assumptions, models, and forecasts are managed and delivered according to governance standards.
2. Maintaining in-depth knowledge of Motability Operation's business model to guide the application of Economic Capital activities across various risks.
3. Understanding external benchmarks, models, and regulatory capital to challenge and develop the company's capital model.
4. Translating model outputs into business outcomes and informing senior management decisions.
5. Enhancing data, modelling, risk capture, and communication tools to support business outcomes.
6. Coordinating with third parties to align model updates and outputs with business knowledge.
7. Ensuring effective communication of Portfolio Risk outputs with clear, action-oriented messaging.
8. Engaging stakeholders in risk development, identifying gaps, and proposing new risk mitigation strategies.
9. Coaching colleagues on economic capital and portfolio risk concepts.
10. Supporting Asset Risk projects, including those related to EV transition, using risk insights.
11. Building relationships across Asset Risk and advocating for the function within the organization.
12. Engaging with industry bodies and external experts to align with best practices.

Qualifications

• Ability to analyze complex data and identify trends.
• Expertise in statistics, probability, and mathematics.
• Attention to detail in models and forecasts.
• Understanding of business and theoretical concepts.
• Problem-solving skills for complex statistical issues.
• Effective communication of technical concepts to non-technical audiences.
• Understanding of market trends and financial impacts to align models with strategic goals.

Minimum Criteria

• Proficiency in modelling software and programming languages such as Python, R, or MATLAB.
• Experience with various risk types (market, credit, operational) and their impact on capital.
• Knowledge of financial regulations and compliance.
• Experience in building and operating capital models.