RPM Portfolio Manager, AVP

Role Description

• Risk and Portfolio Management (RPM) is looking for extremely bright candidates with a Finance/Risk and Coding background, to work in a new 1st Line of defense Distressed Asset Management team.
• The role is categorized as Risk & Portfolio Manager and would suit a well-organized and collaborative individual looking to further develop their credit risk and portfolio management skills in a challenging, fast paced environment, where the team and individual can make significant contribution for the global Corporate Bank - Trade Finance and Lending Business.

Your key responsibilities

• Develop strategic analytical tools, data driven applications and reporting in direct alignment with requirements from various revenue-generating desks within TF&L
• Research & modelling: Lead quantitative research into the portfolio to steer proactive portfolio management of the book
• Automation & innovation: Translate ideas into machine-assisted solutions and discover automation potential that improves efficiency and control within the banks internal environment
• Creating a Centralized Database for distressed assets among others that consolidates fragmented data sources into a reliable database with many automated data pipelines
• Facilitate effective use of capital and resources via the establishment of new working tools (platforms) across TF&L portfolios
• Monitoring key financial and regulatory metrics such as Total Capital Demand, RWA, CRD4, Return on Equity, SVA to ensure alignment with defined targets and strategic objectives for TF&L
• Increase transparency and real time capital impact simulation at Sector, Country, Client or even at transaction level for Non-Performing and Sub performing exposures
• Ensure compliance with relevant and applicable local and global regulatory and policy requirements

Your skills and experience

Technical Skills:

• Advanced degree (or equivalent experience) in a quantitative field - finance, math, physics, computer science, econometrics, statistics or engineering
• Strong programming skills with experience in Python & SQL, demonstrably gained in the financial services industry
• Solid grasp of Statistic/Econometric concepts including machine learning (standard regression, classification models and time-series techniques)
• Proficiency in code management via git and standard IDEs/editors and modern development best practices
• Data engineering, willingness to interact with APIs and large Databases (SQL/Clickhouse)
• Web & visualisation: Experience building lightweight UIs, analytics dashboards using frameworks such as Flask/FastAPI and Plotly-Dash or comparable packages (e.g. ReportLab)
• Experience in HTML, as well es experience with networking in flask or experience in packages like with plotly/dash/reportlab

Behavioral Skills: (e.g. communication skills)

• Team spirit and willingness to work in a dynamic environment
• Openness to adapt new technologies and to find a way to add value with further progressing automation levels
• Ability to handle multiple and often competing tasks under tight deadline with a focus on the detail
• Ability to explain complex ideas clearly to both technical and non-technical stakeholders
• Able to think and work independently while supporting team goals and objectives
• Decisiveness and performance oriented
• Demonstrated flexibility and willingness to work for a team which is based in Frankfurt