Analyst, Portfolio Risk Management

Maybank; Singapore; On-site; SGD 60,000 - 90,000; Full time

Job summary

A leading company in financial services is seeking a Portfolio Risk Analyst to support activities in stress testing and portfolio analytics in Singapore. Responsibilities include ensuring data quality, automating reports, developing methodologies, and providing analysis for stress tests. The ideal candidate will have a background in Banking & Finance or Technical Sciences and proficiency in SAS, Python, and SQL.

Qualifications

• Minimum qualification of a degree in Banking & Finance/Economics/Technical Sciences.
• Knowledge of SAS and SQL for data extraction and analysis.
• Strong technical skills with good written and verbal communication.

Responsibilities

• Support data extraction and credit analysis.
• Automate reports and stress testing processes using SAS, Python, and R.
• Conduct UAT and develop business requirements documents.

Skills

Data extraction

Credit analysis

Automation of reports

Data analysis

Communication skills

Education

Degree in Banking & Finance / Economics / Technical Sciences

Tools

SAS

Python

R

SQL

Job description

The Portfolio Risk & Analytics function is one of the eight functions within the Singapore Risk Management organization. Its main role is to produce insights into the credit portfolio of the country, by way of portfolio analyses, deep dives and stress testing, thereby supporting a proactive portfolio management stance in line with risk appetite.

The position reporting directly to the Head of Portfolio Risk Management (PRM) will support the delivery of key activities within stress testing and portfolio analytics. This includes ensuring data quality in our process, analyzing portfolio structure and movements, coding key calculation routine, reviewing results and testing code changes for the different processes within our Stress Testing team. It also involves supporting the implementation of new processes and activities linked to the portfolio management program.

· Support in data extraction and credit analysis

· Support in automation of reports and stress test processes through SAS, Python and R

· Contribute in development and enhancements of stress testing and portfolio analytics methodologies

· Develop and revise stress testing code for new methodologies and process

· Support in review and enhancement of stress test policies and procedures

· Conduct UAT to code changes and develop business requirements document (in an agile setting)

· Provide results review and analytics support for the different stress tests performed within Portfolio Risk Management

· Support other Group PRM initiatives in their development and implementation

· Enhanced end-to-end credit process, from discussion of scenarios and variables, to execution of stress test, analysis and reporting of results together with recommendation for mitigating actions.

· Improved methodology and execution, aimed at improving effectiveness and efficiency of the process.

Strengthened stress test policies, procedures, and related governance.

Job Requirement

· Minimum qualification: A degree in Banking & Finance / Economics / Technical Sciences or equivalent training/experience

·Candidate would have knowledge about SAS and SQL or similar tool coding and aptitude to extract, transform and analyze data. The candidate should be able to have self-drive and keen on learning more about the technical development as well a confident personality with strong technical skills with good written and verbal communication skills would be key for this position.