AVP- Wholesale Credit Risk

Principal responsibilities

• Executing Climate engine for assessment of Transition risk and Physical risk impact on Wholesale portfolios.
• Troubleshooting and developing Python codes required for Climate engine execution.
• Address technically challenging regulatory and senior stakeholders requests including presenting the execution results using advanced quantitative techniques.
• Responsible for end-to-end execution of the process i.e. identifying issues, proposing solutions, implementation & production.
• Attention to details and ability to make independent judgments that support decision making for senior management.

Leadership & Teamwork

• Ensure personal integrity and adherence to established policy on conduct, compliance, and ISR.
• Able to build strong relationships with finance and business teams.
• Actively manage teams workload ensuring that prioritization of activities.
• Coaching and technical support to junior team members on a need basis.
• Understand team members training needs and take initiative to follow through their development plan in conjunction with line manager.

Qualifications - External

• 5+ years experience in the financial service industry which includes experience in stress testing or Wholesale Credit risk assessment. Preferred experience with global banks, regulators and consulting relevant roles.
• Strong understanding of Credit risk and Climate risk and its fundamentals.
• Excellent coding skills in latest statistical packages/apps in Python.
• Understanding of Regulatory Capital and Climate stress test and related regulatory frameworks.
• Post-graduate degree with relevant field (Finance/Economics/Statistics).
• Experience in analysing and presenting execution models results to capture relationships between Credit risk impacts and scenario variables.
• Strong written and verbal communication skills e.g. PowerPoint presentations to summaries and communicate analytical outcomes.
• Ability to manage multiple, ad-hoc requests, meet quick turnaround times, and manage stakeholder expectations.

Others

• Interpersonal skills and proven ability to work well in a team, be cooperative and open, and embrace diversity.
• Good knowledge of regulatory requirements as well as financial accounting in the Banking Industry.
• Certifications such as FRM and/or SCR or other professional qualifications.